-60.6%
OUST vs LH
+133.7%
-194.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +14.0% | +1.2% | +12.7% | +13.3% |
| 30D | +2.5% | +18.0% | -15.4% | -7.0% |
| 3M | -15.3% | +15.7% | -31.0% | -22.7% |
| 6M | +42.6% | +46.6% | -4.0% | +10.0% |
| YTD | +76.6% | +49.5% | +27.1% | +32.8% |
| 1Y | +54.1% | +40.2% | +13.9% | +21.3% |
| 3Y | +675.3% | +87.6% | +587.7% | +395.4% |
| 5Y | -45.1% | +59.3% | -104.4% | -64.8% |
| All | -60.6% | +133.7% | -194.3% | -74.8% |
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