+3.4%
LVS vs OUST
-62.4%
+65.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.2% |
| YTD | -30.6% | +68.3% | -99.0% | -36.6% |
| 1Y | -17.7% | +28.5% | -46.3% | -23.9% |
| 3Y | -14.2% | +554.0% | -568.3% | -38.4% |
| 5Y | +9.6% | -56.2% | +65.8% | +0.4% |
| All | +3.4% | -62.4% | +65.9% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling