+818.6%
LLY vs OUST
-64.1%
+882.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -0.9% |
| 7D | -4.5% | +17.0% | -21.5% | -4.6% |
| 30D | +13.9% | -16.5% | +30.4% | +14.1% |
| 3M | +13.8% | -23.7% | +37.4% | +14.0% |
| 6M | +37.6% | +18.4% | +19.2% | +36.3% |
| YTD | +26.6% | +60.8% | -34.2% | +24.6% |
| 1Y | +45.3% | +44.2% | +1.1% | +43.2% |
| 3Y | +132.2% | +668.1% | -535.9% | +123.2% |
| 5Y | +434.7% | -48.8% | +483.5% | +417.8% |
| All | +818.6% | -64.1% | +882.7% | +797.2% |
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