-68.5%
OUST vs LPLA
+275.9%
-344.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.4% | -5.6% | -7.4% |
| 7D | -5.0% | +7.6% | -12.7% | -8.2% |
| 30D | -32.0% | -9.5% | -22.6% | -29.3% |
| 3M | -32.4% | -16.3% | -16.0% | -27.2% |
| 6M | +6.7% | -8.0% | +14.7% | +8.8% |
| YTD | +41.0% | -15.5% | +56.6% | +50.7% |
| 1Y | +18.0% | -19.4% | +37.3% | +29.4% |
| 3Y | +560.6% | +39.7% | +520.9% | +464.1% |
| 5Y | -55.1% | +83.0% | -138.1% | -69.2% |
| All | -68.5% | +275.9% | -344.4% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling