-2.5%
LQD vs OUST
-61.4%
+58.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | +0.2% | +12.7% | -12.5% | +0.1% |
| 30D | -0.6% | -13.6% | +13.0% | -0.4% |
| 3M | -1.2% | -8.3% | +7.1% | -1.4% |
| 6M | -1.9% | +85.0% | -86.9% | -3.4% |
| YTD | -1.3% | +73.2% | -74.5% | -2.7% |
| 1Y | -1.0% | +32.5% | -33.5% | -2.3% |
| 3Y | +15.2% | +643.8% | -628.6% | +8.4% |
| 5Y | -4.4% | -52.1% | +47.7% | -7.6% |
| All | -2.5% | -61.4% | +58.9% | -5.7% |
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