-92.4%
LCID vs OUST
+626.4%
-718.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +14.0% | -3.6% | +6.9% |
| 7D | +8.9% | +17.0% | -8.1% | +5.0% |
| 30D | -15.4% | -16.5% | +1.1% | -11.9% |
| 3M | -52.9% | -23.7% | -29.2% | -50.1% |
| 6M | -46.8% | +18.4% | -65.2% | -52.0% |
| YTD | -68.9% | +60.8% | -129.7% | -74.2% |
| 1Y | -81.7% | +44.2% | -125.9% | -84.5% |
| 3Y | -92.4% | +668.1% | -760.5% | -96.4% |
| All | -92.4% | +626.4% | -718.8% | -96.4% |
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