+6.0%
LUV vs OUST
-61.4%
+67.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.7% |
| 7D | +3.1% | +12.7% | -9.6% | +1.9% |
| 30D | -17.4% | -13.6% | -3.8% | -16.4% |
| 3M | -4.9% | -8.3% | +3.4% | -5.8% |
| 6M | -5.7% | +85.0% | -90.7% | -13.8% |
| YTD | -5.2% | +73.2% | -78.4% | -13.3% |
| 1Y | +24.1% | +32.5% | -8.3% | +15.0% |
| 3Y | +39.6% | +643.8% | -604.2% | +0.5% |
| 5Y | -12.5% | -52.1% | +39.7% | -26.7% |
| All | +6.0% | -61.4% | +67.4% | -10.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling