+208.1%
LRCX vs OUST
+33.5%
+174.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.6% |
| 7D | +1.9% | +5.2% | -3.3% | +0.3% |
| 30D | +0.1% | -19.3% | +19.3% | +6.5% |
| 3M | -8.5% | -22.6% | +14.2% | -3.5% |
| 6M | +38.1% | +62.8% | -24.7% | +17.6% |
| YTD | +80.1% | +68.3% | +11.7% | +49.9% |
| 1Y | +208.1% | +28.5% | +179.5% | +162.8% |
| All | +208.1% | +33.5% | +174.6% | +162.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling