+97.7%
USO vs LUMN
+385.3%
-287.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | +9.1% | +2.5% | +6.6% | +9.2% |
| 30D | +21.7% | +10.3% | +11.3% | +21.9% |
| 3M | +20.2% | -18.3% | +38.5% | +19.9% |
| 6M | +43.4% | +4.4% | +39.0% | +43.5% |
| YTD | +124.0% | -10.7% | +134.7% | +124.0% |
| 1Y | +112.2% | +14.0% | +98.2% | +112.1% |
| 3Y | +97.7% | +406.6% | -308.9% | +102.1% |
| All | +97.7% | +385.3% | -287.7% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling