+372.0%
LLY vs OUST
-56.2%
+428.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -2.1% | +5.2% | -7.4% | -2.2% |
| 30D | -1.6% | -19.3% | +17.6% | -1.4% |
| 3M | +2.3% | -22.6% | +24.9% | +2.2% |
| 6M | +14.9% | +62.8% | -47.9% | +12.9% |
| YTD | +7.5% | +68.3% | -60.9% | +5.5% |
| 1Y | +55.7% | +28.5% | +27.1% | +53.1% |
| 3Y | +110.6% | +554.0% | -443.4% | +100.2% |
| All | +372.0% | -56.2% | +428.2% | +351.6% |
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