+12.5%
LEN vs OUST
-62.4%
+74.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -3.2% | +5.2% | -8.4% | -3.5% |
| 30D | -4.9% | -19.3% | +14.4% | -3.6% |
| 3M | -8.5% | -22.6% | +14.1% | -8.4% |
| 6M | -20.7% | +62.8% | -83.4% | -25.8% |
| YTD | -17.4% | +68.3% | -85.8% | -23.4% |
| 1Y | -38.2% | +28.5% | -66.8% | -42.2% |
| 3Y | -24.9% | +554.0% | -578.9% | -44.3% |
| 5Y | -11.4% | -56.2% | +44.8% | -24.0% |
| All | +12.5% | -62.4% | +74.9% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling