+24.0%
LEN vs OUST
-68.5%
+92.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.4% | 0.0% |
| 7D | +7.2% | -5.0% | +12.2% | +7.4% |
| 30D | +19.1% | -32.0% | +51.1% | +22.0% |
| 3M | +4.9% | -32.4% | +37.3% | +7.1% |
| 6M | +7.6% | +6.7% | +0.9% | +3.7% |
| YTD | -8.9% | +41.0% | -49.9% | -14.8% |
| 1Y | -22.7% | +18.0% | -40.7% | -26.9% |
| 3Y | -16.8% | +560.6% | -577.4% | -38.8% |
| 5Y | -1.4% | -55.1% | +53.8% | -15.2% |
| All | +24.0% | -68.5% | +92.6% | +5.9% |
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