+225.7%
LSCC vs OUST
-65.4%
+291.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +15.7% | -14.5% | -2.1% |
| 7D | +3.0% | -0.2% | +3.2% | +2.8% |
| 30D | -19.3% | -24.0% | +4.7% | -14.7% |
| 3M | -22.3% | -29.9% | +7.6% | -16.6% |
| 6M | -14.6% | +19.1% | -33.7% | -19.8% |
| YTD | +45.8% | +55.0% | -9.2% | +28.2% |
| 1Y | +69.6% | +21.2% | +48.4% | +55.4% |
| 3Y | +86.1% | +626.0% | -539.9% | +0.5% |
| 5Y | +30.7% | -51.6% | +82.3% | +10.5% |
| All | +225.7% | -65.4% | +291.1% | +187.2% |
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 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