+16.9%
LEN vs OUST
-60.6%
+77.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -6.4% | +14.0% | -20.3% | -7.3% |
| 30D | +15.6% | +2.5% | +13.1% | +15.0% |
| 3M | -0.8% | -15.3% | +14.6% | -0.3% |
| 6M | +0.4% | +42.6% | -42.2% | -5.2% |
| YTD | -14.1% | +76.6% | -90.8% | -21.0% |
| 1Y | -29.6% | +54.1% | -83.7% | -34.7% |
| 3Y | -23.1% | +675.3% | -698.4% | -43.9% |
| 5Y | -8.9% | -45.1% | +36.2% | -22.9% |
| All | +16.9% | -60.6% | +77.5% | -1.8% |
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