+21.2%
OUST vs LPLA
-16.5%
+37.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +4.6% | +11.1% | +13.1% |
| 7D | -0.2% | +15.7% | -15.9% | -8.3% |
| 30D | -24.0% | -6.2% | -17.8% | -21.3% |
| 3M | -29.9% | -12.0% | -17.9% | -24.7% |
| 6M | +19.1% | -2.7% | +21.9% | +17.2% |
| YTD | +55.0% | -12.5% | +67.5% | +68.6% |
| 1Y | +21.2% | -16.5% | +37.7% | +45.1% |
| All | +21.2% | -16.5% | +37.7% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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