+516.0%
LITE vs OUST
-68.5%
+584.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.0% | -9.7% | -16.8% |
| 7D | -44.6% | -5.0% | -39.5% | -43.9% |
| 30D | -55.0% | -32.0% | -23.0% | -51.3% |
| 3M | -38.3% | -32.4% | -6.0% | -33.2% |
| 6M | -48.8% | +6.7% | -55.5% | -49.8% |
| YTD | +38.3% | +41.0% | -2.8% | +27.0% |
| 1Y | +119.0% | +18.0% | +101.0% | +107.3% |
| 3Y | +1,092.0% | +560.6% | +531.4% | +659.2% |
| 5Y | +446.1% | -55.1% | +501.2% | +353.8% |
| All | +516.0% | -68.5% | +584.6% | +411.0% |
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