-44.9%
LYFT vs OUST
-63.6%
+18.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | -3.0% | -5.4% | -7.8% |
| 30D | -7.6% | -23.4% | +15.8% | -2.9% |
| 3M | +11.7% | -10.8% | +22.5% | +9.1% |
| 6M | +15.1% | +42.7% | -27.6% | -2.4% |
| YTD | -20.9% | +63.3% | -84.2% | -35.8% |
| 1Y | -16.4% | +15.0% | -31.3% | -28.7% |
| 3Y | +35.2% | +610.9% | -575.6% | -38.4% |
| 5Y | -69.4% | -54.8% | -14.6% | -78.8% |
| All | -44.9% | -63.6% | +18.7% | -59.6% |
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