-95.2%
LCID vs OUST
-62.4%
-32.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.3% |
| 7D | -6.6% | +5.2% | -11.8% | -7.9% |
| 30D | -30.1% | -19.3% | -10.9% | -26.1% |
| 3M | -17.6% | -22.6% | +5.0% | -15.6% |
| 6M | -54.4% | +62.8% | -117.2% | -63.6% |
| YTD | -55.7% | +68.3% | -124.1% | -65.0% |
| 1Y | -71.0% | +28.5% | -99.6% | -76.2% |
| 3Y | -92.6% | +554.0% | -646.7% | -97.1% |
| 5Y | -97.6% | -56.2% | -41.4% | -98.0% |
| All | -95.2% | -62.4% | -32.8% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling