+443.8%
LLY vs OUST
-49.1%
+492.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.0% |
| 7D | -4.5% | +17.0% | -21.5% | -4.7% |
| 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% | +35.9% |
| YTD | +26.6% | +60.8% | -34.2% | +24.1% |
| 1Y | +45.3% | +44.2% | +1.1% | +42.6% |
| 3Y | +132.2% | +668.1% | -535.9% | +119.3% |
| All | +443.8% | -49.1% | +492.9% | +458.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling