-53.8%
OUST vs LPLA
+145.4%
-199.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +5.2% | -3.1% | +8.3% | +6.9% |
| 30D | -19.3% | -0.1% | -19.2% | -19.4% |
| 3M | -22.6% | +23.2% | -45.9% | -31.2% |
| 6M | +62.8% | +15.5% | +47.2% | +49.9% |
| YTD | +68.3% | +0.9% | +67.5% | +67.0% |
| 1Y | +28.5% | +0.2% | +28.4% | +28.2% |
| 3Y | +554.0% | +55.2% | +498.8% | +447.8% |
| All | -53.8% | +145.4% | -199.3% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling