+17.4%
LEN vs OUST
-60.6%
+78.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | +0.7% | +31.9% | -31.2% | -1.4% |
| 30D | +13.0% | -4.2% | +17.2% | +12.9% |
| 3M | +1.9% | -9.3% | +11.2% | +1.9% |
| 6M | -0.7% | +51.7% | -52.4% | -6.7% |
| YTD | -13.8% | +76.6% | -90.4% | -20.7% |
| 1Y | -28.1% | +48.9% | -77.0% | -33.1% |
| 3Y | -22.8% | +675.3% | -698.1% | -43.7% |
| 5Y | -7.4% | -44.0% | +36.7% | -21.7% |
| All | +17.4% | -60.6% | +78.0% | -1.4% |
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