-60.6%
OUST vs LPLA
+285.4%
-346.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | +31.9% | +3.6% | +28.2% | +30.1% |
| 30D | -4.2% | -6.8% | +2.6% | -1.8% |
| 3M | -9.3% | -17.0% | +7.7% | -1.8% |
| 6M | +51.7% | +1.8% | +49.8% | +46.4% |
| YTD | +76.6% | -13.4% | +90.0% | +86.5% |
| 1Y | +48.9% | -17.5% | +66.4% | +61.5% |
| 3Y | +675.3% | +36.5% | +638.8% | +569.4% |
| 5Y | -44.0% | +92.6% | -136.7% | -62.5% |
| All | -60.6% | +285.4% | -346.0% | -76.9% |
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