+61.4%
LDOS vs OUST
-65.4%
+126.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.7% | -15.0% | +0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +13.6% | -24.0% | +37.6% | +14.1% |
| 3M | +4.2% | -29.9% | +34.1% | +4.8% |
| 6M | -8.2% | +19.1% | -27.4% | -9.6% |
| YTD | -24.1% | +55.0% | -79.1% | -26.0% |
| 1Y | -31.2% | +21.2% | -52.4% | -32.6% |
| 3Y | +35.0% | +626.0% | -591.0% | +25.8% |
| 5Y | +52.6% | -51.6% | +104.2% | +43.4% |
| All | +61.4% | -65.4% | +126.8% | +53.9% |
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 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