+44.2%
OUST vs LPLA
-20.6%
+64.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +15.0% |
| 7D | +17.0% | +4.1% | +12.8% | +14.6% |
| 30D | -16.5% | -9.0% | -7.5% | -12.3% |
| 3M | -23.7% | -17.6% | -6.0% | -14.4% |
| 6M | +18.4% | -8.8% | +27.2% | +21.6% |
| YTD | +60.8% | -17.0% | +77.8% | +81.0% |
| 1Y | +44.2% | -20.4% | +64.6% | +78.2% |
| All | +44.2% | -20.6% | +64.8% | +78.2% |
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 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