-45.1%
OUST vs LH
+61.0%
-106.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +14.0% | +1.2% | +12.7% | +13.2% |
| 30D | +2.5% | +18.0% | -15.4% | -9.3% |
| 3M | -15.3% | +15.7% | -31.0% | -24.5% |
| 6M | +42.6% | +46.6% | -4.0% | +2.8% |
| YTD | +76.6% | +49.5% | +27.1% | +22.8% |
| 1Y | +54.1% | +40.2% | +13.9% | +13.6% |
| 3Y | +675.3% | +87.6% | +587.7% | +323.6% |
| 5Y | -45.1% | +59.3% | -104.4% | -68.9% |
| All | -45.1% | +61.0% | -106.1% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling