-51.3%
OUST vs LH
+62.5%
-113.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.9% | +13.1% | +13.3% |
| 7D | +17.0% | +1.4% | +15.6% | +16.3% |
| 30D | -16.5% | +17.5% | -34.0% | -25.8% |
| 3M | -23.7% | +16.1% | -39.7% | -32.0% |
| 6M | +18.4% | +43.4% | -25.0% | -12.7% |
| YTD | +60.8% | +47.2% | +13.6% | +14.0% |
| 1Y | +44.2% | +50.1% | -5.9% | 0.0% |
| 3Y | +668.1% | +81.2% | +586.9% | +340.1% |
| All | -51.3% | +62.5% | -113.8% | -70.8% |
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 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