-65.5%
OUST vs LPLA
+265.7%
-331.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.1% | -8.6% | -8.6% |
| 7D | -3.8% | -0.9% | -2.8% | -3.2% |
| 30D | +5.1% | -9.5% | +14.5% | +9.2% |
| 3M | -25.8% | -21.9% | -4.0% | -17.4% |
| 6M | -2.0% | -2.6% | +0.6% | -3.4% |
| YTD | +54.7% | -17.8% | +72.5% | +67.5% |
| 1Y | +48.8% | -21.2% | +70.0% | +65.0% |
| 3Y | +607.8% | +30.6% | +577.2% | +524.2% |
| 5Y | -52.7% | +81.3% | -134.1% | -67.4% |
| All | -65.5% | +265.7% | -331.2% | -79.2% |
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