-4.1%
LVS vs OUST
-60.6%
+56.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +6.7% | +31.9% | -25.2% | +4.1% |
| 30D | +13.8% | -4.2% | +18.0% | +13.6% |
| 3M | -9.5% | -9.3% | -0.2% | -9.6% |
| 6M | -22.0% | +51.7% | -73.7% | -27.6% |
| YTD | -35.7% | +76.6% | -112.3% | -41.8% |
| 1Y | -36.7% | +48.9% | -85.6% | -42.0% |
| 3Y | -8.8% | +675.3% | -684.1% | -35.8% |
| 5Y | +9.5% | -44.0% | +53.6% | -2.0% |
| All | -4.1% | -60.6% | +56.5% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling