+96.8%
LYV vs OUST
-53.5%
+150.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | 0.0% |
| 7D | -5.3% | +4.0% | -9.4% | -5.7% |
| 30D | -7.9% | -14.0% | +6.0% | -6.9% |
| 3M | +4.5% | -5.9% | +10.4% | +3.0% |
| 6M | +2.5% | +76.4% | -73.8% | -6.2% |
| YTD | +19.3% | +67.5% | -48.2% | +9.0% |
| 1Y | -0.2% | +27.1% | -27.3% | -7.6% |
| 3Y | +110.0% | +619.0% | -509.0% | +46.9% |
| 5Y | +96.8% | -54.9% | +151.7% | +79.3% |
| All | +96.8% | -53.5% | +150.3% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling