+57.3%
LLY vs OUST
+11.1%
+46.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +15.7% | -15.1% | +0.9% |
| 7D | +10.1% | -0.2% | +10.3% | +10.1% |
| 30D | +24.0% | -24.0% | +48.0% | +23.9% |
| 3M | +27.3% | -29.9% | +57.2% | +27.1% |
| 6M | +47.0% | +19.1% | +27.8% | +43.7% |
| YTD | +32.6% | +55.0% | -22.4% | +29.8% |
| 1Y | +57.3% | +21.2% | +36.2% | +51.4% |
| All | +57.3% | +11.1% | +46.3% | +51.4% |
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