+35.8%
LDOS vs OUST
+600.2%
-564.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.7% | -15.0% | +0.3% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +13.6% | -24.0% | +37.6% | +14.4% |
| 3M | +4.2% | -29.9% | +34.1% | +5.1% |
| 6M | -8.2% | +19.1% | -27.4% | -10.4% |
| YTD | -24.1% | +55.0% | -79.1% | -27.1% |
| 1Y | -31.2% | +21.2% | -52.4% | -33.5% |
| All | +35.8% | +600.2% | -564.4% | +18.9% |
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