+13.2%
LEN vs OUST
-65.5%
+78.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.6% | +0.6% |
| 7D | -5.8% | -3.8% | -2.0% | -5.6% |
| 30D | +13.7% | +5.1% | +8.7% | +12.9% |
| 3M | -3.9% | -25.8% | +21.9% | -2.5% |
| 6M | -0.4% | -2.0% | +1.6% | -3.0% |
| YTD | -16.8% | +54.7% | -71.6% | -22.8% |
| 1Y | -29.5% | +48.8% | -78.3% | -34.5% |
| 3Y | -25.6% | +607.8% | -633.4% | -45.4% |
| 5Y | -13.2% | -52.7% | +39.5% | -25.9% |
| All | +13.2% | -65.5% | +78.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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