-71.4%
LULU vs OUST
-63.6%
-7.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.3% |
| 30D | -18.1% | -23.4% | +5.3% | -16.3% |
| 3M | -18.8% | -10.8% | -8.0% | -19.9% |
| 6M | -39.2% | +42.7% | -82.0% | -43.7% |
| YTD | -52.4% | +63.3% | -115.6% | -56.8% |
| 1Y | -40.3% | +15.0% | -55.3% | -44.6% |
| 3Y | -75.1% | +610.9% | -686.0% | -83.0% |
| 5Y | -76.7% | -54.8% | -22.0% | -80.6% |
| All | -71.4% | -63.6% | -7.9% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling