+68.0%
LSCC vs OUST
+32.6%
+35.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +14.0% | -6.9% | +2.4% |
| 7D | +13.0% | +17.0% | -4.0% | +6.7% |
| 30D | -19.8% | -16.5% | -3.3% | -15.6% |
| 3M | -18.4% | -23.7% | +5.3% | -12.3% |
| 6M | -16.1% | +18.4% | -34.5% | -21.2% |
| YTD | +42.7% | +60.8% | -18.1% | +19.3% |
| 1Y | +68.0% | +44.2% | +23.8% | +44.4% |
| All | +68.0% | +32.6% | +35.5% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling