-17.7%
LVS vs OUST
+33.5%
-51.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.5% | +5.2% | -6.7% | -1.6% |
| 30D | -3.2% | -19.3% | +16.0% | -2.7% |
| 3M | -12.0% | -22.6% | +10.7% | -12.0% |
| 6M | -19.9% | +62.8% | -82.7% | -25.2% |
| YTD | -30.6% | +68.3% | -99.0% | -35.6% |
| 1Y | -17.7% | +28.5% | -46.3% | -21.6% |
| All | -17.7% | +33.5% | -51.2% | -21.6% |
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