+199.4%
LYV vs OUST
-63.6%
+263.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.9% | -3.0% | +1.1% | -1.7% |
| 30D | -8.2% | -23.4% | +15.2% | -6.2% |
| 3M | -1.3% | -10.8% | +9.5% | -2.2% |
| 6M | +2.6% | +42.7% | -40.1% | -3.9% |
| YTD | +19.4% | +63.3% | -43.9% | +9.7% |
| 1Y | -2.2% | +15.0% | -17.2% | -8.4% |
| 3Y | +106.0% | +610.9% | -504.8% | +47.4% |
| 5Y | +97.7% | -54.8% | +152.4% | +72.4% |
| All | +199.4% | -63.6% | +263.0% | +167.0% |
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