-5.6%
LVS vs OUST
-60.2%
+54.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -2.2% |
| 7D | +5.2% | +36.7% | -31.5% | +2.4% |
| 30D | +12.0% | -3.3% | +15.3% | +11.8% |
| 3M | -11.5% | -11.1% | -0.4% | -11.4% |
| 6M | -23.2% | +53.1% | -76.3% | -28.8% |
| YTD | -36.7% | +78.2% | -114.9% | -42.8% |
| 1Y | -36.8% | +50.0% | -86.8% | -42.2% |
| 3Y | -10.5% | +836.2% | -846.7% | -38.4% |
| 5Y | +5.1% | -50.0% | +55.1% | -5.2% |
| All | -5.6% | -60.2% | +54.7% | -9.8% |
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