-60.6%
OUST vs LH
+132.9%
-193.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.7% |
| 7D | +31.9% | +4.8% | +27.1% | +28.7% |
| 30D | -4.2% | +18.8% | -23.0% | -13.6% |
| 3M | -9.3% | +15.7% | -25.0% | -17.2% |
| 6M | +51.7% | +46.7% | +5.0% | +17.0% |
| YTD | +76.6% | +48.9% | +27.7% | +33.1% |
| 1Y | +48.9% | +43.5% | +5.4% | +15.1% |
| 3Y | +675.3% | +86.9% | +588.3% | +396.5% |
| 5Y | -44.0% | +60.4% | -104.4% | -64.0% |
| All | -60.6% | +132.9% | -193.5% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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