+577.1%
OUST vs LH
+64.2%
+512.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.5% |
| 7D | +5.2% | -2.5% | +7.7% | +6.8% |
| 30D | -19.3% | +4.3% | -23.6% | -21.5% |
| 3M | -22.6% | +25.5% | -48.2% | -33.7% |
| 6M | +62.8% | +17.0% | +45.8% | +46.6% |
| YTD | +68.3% | +31.3% | +37.1% | +36.0% |
| 1Y | +28.5% | +20.0% | +8.6% | +11.7% |
| All | +577.1% | +64.2% | +512.9% | +327.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling