+825.9%
LLY vs OUST
-68.5%
+894.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.0% | +5.2% | -3.7% |
| 7D | -0.7% | -5.0% | +4.4% | -0.6% |
| 30D | +17.9% | -32.0% | +49.9% | +18.3% |
| 3M | +16.8% | -32.4% | +49.2% | +17.2% |
| 6M | +38.4% | +6.7% | +31.7% | +37.2% |
| YTD | +27.6% | +41.0% | -13.4% | +25.8% |
| 1Y | +48.3% | +18.0% | +30.4% | +46.5% |
| 3Y | +145.4% | +560.6% | -415.3% | +136.2% |
| 5Y | +438.9% | -55.1% | +494.0% | +422.6% |
| All | +825.9% | -68.5% | +894.4% | +805.5% |
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