+5.2%
LVS vs OUST
-56.2%
+61.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -1.5% | +5.2% | -6.7% | -1.9% |
| 30D | -3.2% | -19.3% | +16.0% | -1.7% |
| 3M | -12.0% | -22.6% | +10.7% | -11.9% |
| 6M | -19.9% | +62.8% | -82.7% | -26.3% |
| YTD | -30.6% | +68.3% | -99.0% | -36.8% |
| 1Y | -17.7% | +28.5% | -46.3% | -24.0% |
| 3Y | -14.2% | +554.0% | -568.3% | -39.5% |
| All | +5.2% | -56.2% | +61.4% | +13.8% |
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 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