+214.0%
LYV vs OUST
-65.5%
+279.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.5% | +7.6% | -0.2% |
| 7D | +1.8% | -3.8% | +5.6% | +2.1% |
| 30D | +5.7% | +5.1% | +0.6% | +4.7% |
| 3M | -4.1% | -25.8% | +21.7% | -2.5% |
| 6M | +5.9% | -2.0% | +7.9% | +2.7% |
| YTD | +25.2% | +54.7% | -29.5% | +14.7% |
| 1Y | +30.4% | +48.8% | -18.4% | +19.7% |
| 3Y | +103.6% | +607.8% | -504.2% | +45.2% |
| 5Y | +58.9% | -52.7% | +111.6% | +37.5% |
| All | +214.0% | -65.5% | +279.5% | +179.2% |
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