+57.7%
LDOS vs OUST
-62.4%
+120.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | -5.4% | +5.2% | -10.6% | -5.5% |
| 30D | +4.9% | -19.3% | +24.1% | +5.3% |
| 3M | +7.2% | -22.6% | +29.8% | +7.3% |
| 6M | -24.2% | +62.8% | -87.0% | -26.0% |
| YTD | -25.8% | +68.3% | -94.1% | -27.7% |
| 1Y | -24.7% | +28.5% | -53.3% | -26.4% |
| 3Y | +39.3% | +554.0% | -514.8% | +29.9% |
| 5Y | +43.3% | -56.2% | +99.5% | +34.5% |
| All | +57.7% | -62.4% | +120.2% | +50.4% |
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 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