-37.7%
LULU vs OUST
+40.1%
-77.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.5% | +9.7% | +1.2% |
| 7D | -4.6% | -3.8% | -0.9% | -4.6% |
| 30D | +12.3% | +5.1% | +7.2% | +12.2% |
| 3M | -11.6% | -25.8% | +14.2% | -11.5% |
| 6M | -12.8% | -2.0% | -10.8% | -14.3% |
| YTD | -49.2% | +54.7% | -103.9% | -51.3% |
| 1Y | -37.7% | +48.8% | -86.5% | -40.2% |
| All | -37.7% | +40.1% | -77.9% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling