-2.9%
LQD vs OUST
-64.1%
+61.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -0.3% |
| 7D | +0.2% | +17.0% | -16.7% | 0.0% |
| 30D | +2.4% | -16.5% | +18.9% | +2.6% |
| 3M | -0.9% | -23.7% | +22.8% | -0.6% |
| 6M | -2.3% | +18.4% | -20.7% | -3.1% |
| YTD | -1.7% | +60.8% | -62.5% | -3.2% |
| 1Y | -1.6% | +44.2% | -45.8% | -3.0% |
| 3Y | +17.6% | +668.1% | -650.5% | +10.5% |
| 5Y | -5.3% | -48.8% | +43.6% | -8.5% |
| All | -2.9% | -64.1% | +61.2% | -6.1% |
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