-64.1%
OUST vs LPLA
+269.2%
-333.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +14.9% |
| 7D | +17.0% | +4.1% | +12.8% | +14.8% |
| 30D | -16.5% | -9.0% | -7.5% | -13.5% |
| 3M | -23.7% | -17.6% | -6.0% | -17.3% |
| 6M | +18.4% | -8.8% | +27.2% | +21.1% |
| YTD | +60.8% | -17.0% | +77.8% | +73.1% |
| 1Y | +44.2% | -20.4% | +64.6% | +59.0% |
| 3Y | +668.1% | +35.4% | +632.7% | +565.0% |
| 5Y | -48.8% | +79.7% | -128.6% | -64.6% |
| All | -64.1% | +269.2% | -333.3% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling