-96.3%
LCID vs OUST
-60.2%
-36.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.8% | -1.4% | +6.3% |
| 7D | +20.0% | +36.7% | -16.7% | +10.2% |
| 30D | -5.0% | -3.3% | -1.7% | -4.3% |
| 3M | -48.9% | -11.1% | -37.7% | -47.6% |
| 6M | -43.2% | +53.1% | -96.3% | -53.3% |
| YTD | -65.9% | +78.2% | -144.2% | -73.7% |
| 1Y | -79.2% | +50.0% | -129.2% | -83.1% |
| 3Y | -90.4% | +836.2% | -926.6% | -96.6% |
| 5Y | -99.2% | -50.0% | -49.2% | -99.4% |
| All | -96.3% | -60.2% | -36.1% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling