+657.5%
LITE vs OUST
-65.4%
+722.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +15.7% | -23.6% | -11.1% |
| 7D | -31.4% | -0.2% | -31.2% | -31.6% |
| 30D | -42.6% | -24.0% | -18.6% | -39.4% |
| 3M | -26.2% | -29.9% | +3.7% | -21.0% |
| 6M | -35.8% | +19.1% | -54.9% | -38.7% |
| YTD | +70.0% | +55.0% | +15.0% | +52.6% |
| 1Y | +232.7% | +21.2% | +211.6% | +210.6% |
| 3Y | +1,365.7% | +626.0% | +739.8% | +812.5% |
| 5Y | +609.5% | -51.6% | +661.1% | +477.5% |
| All | +657.5% | -65.4% | +722.9% | +514.3% |
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 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