+521.0%
LITE vs OUST
+33.5%
+487.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.5% |
| 7D | -1.5% | +5.2% | -6.8% | -3.1% |
| 30D | +6.7% | -19.3% | +25.9% | +14.0% |
| 3M | -6.8% | -22.6% | +15.9% | -1.5% |
| 6M | +29.4% | +62.8% | -33.3% | +12.9% |
| YTD | +139.1% | +68.3% | +70.7% | +101.8% |
| 1Y | +521.0% | +28.5% | +492.4% | +432.0% |
| All | +521.0% | +33.5% | +487.5% | +432.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling