+668.1%
OUST vs LH
+80.4%
+587.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.9% | +13.1% | +13.5% |
| 7D | +17.0% | +1.4% | +15.6% | +16.4% |
| 30D | -16.5% | +17.5% | -34.0% | -23.3% |
| 3M | -23.7% | +16.1% | -39.7% | -29.8% |
| 6M | +18.4% | +43.4% | -25.0% | -5.8% |
| YTD | +60.8% | +47.2% | +13.6% | +23.1% |
| 1Y | +44.2% | +50.1% | -5.9% | +8.1% |
| 3Y | +668.1% | +81.2% | +586.9% | +329.9% |
| All | +668.1% | +80.4% | +587.7% | +329.9% |
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