+277.1%
LRCX vs OUST
-53.0%
+330.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.5% | +5.2% | -1.6% |
| 7D | +12.7% | -3.8% | +16.5% | +13.6% |
| 30D | -21.3% | +5.1% | -26.3% | -22.2% |
| 3M | -32.9% | -25.8% | -7.1% | -29.2% |
| 6M | -23.4% | -2.0% | -21.4% | -24.2% |
| YTD | +32.4% | +54.7% | -22.3% | +18.8% |
| 1Y | +48.0% | +48.8% | -0.8% | +33.4% |
| 3Y | +243.9% | +607.8% | -363.9% | +106.6% |
| All | +277.1% | -53.0% | +330.1% | +301.5% |
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