+255.9%
LRCX vs OUST
+659.3%
-403.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | 0.0% |
| 7D | +26.2% | +19.9% | +6.3% | +21.4% |
| 30D | -22.4% | +3.6% | -26.0% | -23.1% |
| 3M | -28.2% | -20.6% | -7.6% | -25.3% |
| 6M | -19.0% | +35.1% | -54.1% | -24.2% |
| YTD | +37.0% | +69.1% | -32.2% | +22.2% |
| 1Y | +45.5% | +49.9% | -4.4% | +31.7% |
| All | +255.9% | +659.3% | -403.4% | +152.9% |
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