-75.9%
LULU vs OUST
-49.4%
-26.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +3.2% | +31.9% | -28.7% | +0.2% |
| 30D | +16.8% | -4.2% | +21.0% | +16.6% |
| 3M | -13.6% | -9.3% | -4.4% | -13.7% |
| 6M | -15.9% | +51.7% | -67.5% | -23.3% |
| YTD | -46.9% | +76.6% | -123.5% | -53.1% |
| 1Y | -35.2% | +48.9% | -84.1% | -41.9% |
| 3Y | -73.3% | +675.3% | -748.6% | -83.2% |
| 5Y | -75.9% | -44.0% | -31.8% | -74.4% |
| All | -75.9% | -49.4% | -26.4% | -74.4% |
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