-2.8%
LQD vs OUST
-60.2%
+57.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | 0.0% |
| 7D | +0.9% | +36.7% | -35.8% | +0.4% |
| 30D | +2.2% | -3.3% | +5.5% | +2.2% |
| 3M | -0.9% | -11.1% | +10.2% | -0.9% |
| 6M | -2.2% | +53.1% | -55.3% | -3.4% |
| YTD | -1.6% | +78.2% | -79.8% | -3.2% |
| 1Y | -1.3% | +50.0% | -51.3% | -2.7% |
| 3Y | +17.4% | +836.2% | -818.8% | +9.9% |
| 5Y | -5.2% | -50.0% | +44.8% | -8.5% |
| All | -2.8% | -60.2% | +57.5% | -6.2% |
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