-63.7%
OUST vs LUMN
-20.9%
-42.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.7% | -1.4% | -0.2% | -1.4% |
| 30D | -21.9% | +6.7% | -28.7% | -22.9% |
| 3M | -8.2% | -17.6% | +9.3% | -4.5% |
| 6M | +57.5% | +1.6% | +55.8% | +60.1% |
| YTD | +62.8% | -12.4% | +75.2% | +68.4% |
| 1Y | +24.5% | +10.9% | +13.6% | +24.0% |
| 3Y | +599.0% | +379.6% | +219.4% | +383.7% |
| 5Y | -54.9% | -38.0% | -16.9% | -57.2% |
| All | -63.7% | -20.9% | -42.7% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling