+609.5%
LITE vs OUST
-52.6%
+662.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +15.7% | -23.6% | -11.3% |
| 7D | -31.4% | -0.2% | -31.2% | -31.6% |
| 30D | -42.6% | -24.0% | -18.6% | -39.2% |
| 3M | -26.2% | -29.9% | +3.7% | -20.7% |
| 6M | -35.8% | +19.1% | -54.9% | -38.9% |
| YTD | +70.0% | +55.0% | +15.0% | +51.6% |
| 1Y | +232.7% | +21.2% | +211.6% | +209.1% |
| 3Y | +1,365.7% | +626.0% | +739.8% | +781.9% |
| 5Y | +609.5% | -51.6% | +661.1% | +455.1% |
| All | +609.5% | -52.6% | +662.0% | +455.1% |
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