+32.1%
LII vs OUST
-68.5%
+100.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.2% |
| 7D | +0.2% | -5.0% | +5.2% | +0.5% |
| 30D | -4.6% | -32.0% | +27.4% | -2.2% |
| 3M | -21.7% | -32.4% | +10.7% | -19.9% |
| 6M | -32.8% | +6.7% | -39.5% | -34.7% |
| YTD | -27.5% | +41.0% | -68.5% | -31.5% |
| 1Y | -28.0% | +18.0% | -46.0% | -31.2% |
| 3Y | -7.2% | +560.6% | -567.8% | -26.8% |
| 5Y | +22.6% | -55.1% | +77.7% | +3.9% |
| All | +32.1% | -68.5% | +100.7% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling