-76.3%
LULU vs OUST
-53.5%
-22.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -3.0% |
| 7D | -16.9% | +4.0% | -21.0% | -17.3% |
| 30D | -22.0% | -14.0% | -8.0% | -21.1% |
| 3M | -17.8% | -5.9% | -11.9% | -19.6% |
| 6M | -41.3% | +76.4% | -117.6% | -47.4% |
| YTD | -52.0% | +67.5% | -119.5% | -57.1% |
| 1Y | -39.8% | +27.1% | -66.9% | -45.3% |
| 3Y | -74.8% | +619.0% | -693.9% | -84.0% |
| 5Y | -76.3% | -54.9% | -21.4% | -75.8% |
| All | -76.3% | -53.5% | -22.8% | -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 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