-4.4%
LQD vs OUST
-53.0%
+48.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.3% | -0.1% |
| 7D | -1.6% | -3.8% | +2.1% | -1.6% |
| 30D | +0.5% | +5.1% | -4.5% | +0.4% |
| 3M | -2.3% | -25.8% | +23.5% | -2.0% |
| 6M | -3.1% | -2.0% | -1.0% | -3.6% |
| YTD | -3.0% | +54.7% | -57.7% | -4.5% |
| 1Y | -2.6% | +48.8% | -51.4% | -4.0% |
| 3Y | +15.2% | +607.8% | -592.6% | +7.5% |
| All | -4.4% | -53.0% | +48.6% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling