-69.5%
LULU vs OUST
-65.5%
-4.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.5% | +9.7% | +1.9% |
| 7D | -4.6% | -3.8% | -0.9% | -4.4% |
| 30D | +12.3% | +5.1% | +7.2% | +11.2% |
| 3M | -11.6% | -25.8% | +14.2% | -10.1% |
| 6M | -12.8% | -2.0% | -10.8% | -15.9% |
| YTD | -49.2% | +54.7% | -103.9% | -54.0% |
| 1Y | -37.7% | +48.8% | -86.5% | -43.6% |
| 3Y | -74.7% | +607.8% | -682.5% | -82.8% |
| 5Y | -76.7% | -52.7% | -23.9% | -80.6% |
| All | -69.5% | -65.5% | -4.0% | -74.2% |
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