+7.3%
LII vs OUST
+554.0%
-546.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -0.7% | +5.2% | -6.0% | -1.1% |
| 30D | -12.6% | -19.3% | +6.7% | -11.3% |
| 3M | -24.4% | -22.6% | -1.8% | -24.1% |
| 6M | -28.7% | +62.8% | -91.5% | -32.9% |
| YTD | -19.1% | +68.3% | -87.5% | -24.4% |
| 1Y | -29.7% | +28.5% | -58.2% | -33.6% |
| All | +7.3% | +554.0% | -546.8% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling