-5.1%
LVS vs OUST
-65.5%
+60.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.5% | +11.2% | +3.4% |
| 7D | -0.8% | -3.8% | +2.9% | -0.6% |
| 30D | +10.0% | +5.1% | +4.9% | +9.0% |
| 3M | -11.0% | -25.8% | +14.8% | -9.7% |
| 6M | -20.1% | -2.0% | -18.1% | -22.7% |
| YTD | -36.3% | +54.7% | -91.1% | -41.9% |
| 1Y | -36.8% | +48.8% | -85.6% | -42.3% |
| 3Y | -9.5% | +607.8% | -617.4% | -35.9% |
| 5Y | +9.3% | -52.7% | +62.0% | -1.0% |
| All | -5.1% | -65.5% | +60.4% | -8.4% |
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 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