+134.1%
LLY vs OUST
+537.2%
-403.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.0% | +5.2% | -3.6% |
| 7D | -0.7% | -5.0% | +4.4% | -0.6% |
| 30D | +17.9% | -32.0% | +49.9% | +18.5% |
| 3M | +16.8% | -32.4% | +49.2% | +17.3% |
| 6M | +38.4% | +6.7% | +31.7% | +36.3% |
| YTD | +27.6% | +41.0% | -13.4% | +24.5% |
| 1Y | +48.3% | +18.0% | +30.4% | +45.1% |
| All | +134.1% | +537.2% | -403.1% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling