+607.8%
OUST vs LPLA
+29.4%
+578.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.4% |
| 3M | -25.8% | -21.9% | -4.0% | -16.7% |
| 6M | -2.0% | -2.6% | +0.6% | -3.8% |
| YTD | +54.7% | -17.8% | +72.5% | +68.5% |
| 1Y | +48.8% | -21.2% | +70.0% | +66.0% |
| 3Y | +607.8% | +30.6% | +577.2% | +747.0% |
| All | +607.8% | +29.4% | +578.5% | +747.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling