-65.5%
OUST vs LH
+132.6%
-198.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.5% | -8.0% | -8.2% |
| 7D | -3.8% | +1.1% | -4.8% | -4.3% |
| 30D | +5.1% | +16.7% | -11.7% | -4.0% |
| 3M | -25.8% | +15.1% | -40.9% | -32.1% |
| 6M | -2.0% | +46.3% | -48.3% | -24.2% |
| YTD | +54.7% | +48.8% | +5.9% | +16.7% |
| 1Y | +48.8% | +39.7% | +9.1% | +17.5% |
| 3Y | +607.8% | +87.0% | +520.8% | +353.2% |
| 5Y | -52.7% | +53.0% | -105.7% | -69.7% |
| All | -65.5% | +132.6% | -198.1% | -77.8% |
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