Stock and ETF performance explorer

OUST vs LUMN

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	LUMN	Excess	Alpha
1D	+0.3%	+1.9%	-1.6%	N/A
7D	-3.0%	+2.5%	-5.5%	N/A
All	-3.0%	-0.6%	-2.4%	N/A

Daily percentage return beside LUMN.

Portfolio return minus LUMN return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.