+221.6%
LRCX vs OUST
+626.4%
-404.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +14.0% | -5.8% | +5.2% |
| 7D | -16.2% | +17.0% | -33.2% | -19.0% |
| 30D | -39.2% | -16.5% | -22.7% | -37.0% |
| 3M | -34.4% | -23.7% | -10.7% | -31.2% |
| 6M | -32.4% | +18.4% | -50.8% | -35.4% |
| YTD | +17.4% | +60.8% | -43.3% | +5.7% |
| 1Y | +24.2% | +44.2% | -20.0% | +13.2% |
| 3Y | +221.6% | +668.1% | -446.5% | +118.3% |
| All | +221.6% | +626.4% | -404.8% | +118.3% |
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