-93.1%
LCID vs OUST
+537.2%
-630.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.0% | -2.6% | -9.4% |
| 7D | -6.9% | -5.0% | -1.8% | -5.5% |
| 30D | -28.4% | -32.0% | +3.7% | -21.5% |
| 3M | -55.5% | -32.4% | -23.2% | -51.5% |
| 6M | -52.3% | +6.7% | -59.0% | -55.8% |
| YTD | -71.8% | +41.0% | -112.8% | -75.9% |
| 1Y | -82.7% | +18.0% | -100.7% | -84.6% |
| All | -93.1% | +537.2% | -630.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling