-0.4%
LUV vs OUST
-53.0%
+52.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.5% | +7.9% | +0.2% |
| 7D | +1.1% | -3.8% | +4.9% | +1.5% |
| 30D | +14.2% | +5.1% | +9.2% | +13.2% |
| 3M | +0.6% | -25.8% | +26.4% | +2.9% |
| 6M | +15.1% | -2.0% | +17.1% | +11.7% |
| YTD | +10.2% | +54.7% | -44.5% | +0.5% |
| 1Y | +38.4% | +48.8% | -10.4% | +26.4% |
| 3Y | +107.5% | +607.8% | -500.3% | +43.7% |
| All | -0.4% | -53.0% | +52.7% | -13.9% |
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