-4.3%
LVS vs OUST
-64.1%
+59.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -1.6% |
| 7D | +11.1% | +17.0% | -5.9% | +9.5% |
| 30D | +14.7% | -16.5% | +31.2% | +15.8% |
| 3M | -10.9% | -23.7% | +12.7% | -9.7% |
| 6M | -22.3% | +18.4% | -40.7% | -26.4% |
| YTD | -35.8% | +60.8% | -96.6% | -41.5% |
| 1Y | -33.5% | +44.2% | -77.7% | -38.9% |
| 3Y | -11.7% | +668.1% | -679.8% | -38.0% |
| 5Y | +2.6% | -48.8% | +51.5% | -7.6% |
| All | -4.3% | -64.1% | +59.8% | -7.8% |
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 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