-62.4%
OUST vs LH
+105.3%
-167.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.5% |
| 7D | +5.2% | -2.5% | +7.7% | +6.9% |
| 30D | -19.3% | +4.3% | -23.6% | -21.6% |
| 3M | -22.6% | +25.5% | -48.2% | -34.0% |
| 6M | +62.8% | +17.0% | +45.8% | +45.3% |
| YTD | +68.3% | +31.3% | +37.1% | +37.0% |
| 1Y | +28.5% | +20.0% | +8.6% | +11.3% |
| 3Y | +554.0% | +63.9% | +490.2% | +354.7% |
| 5Y | -56.2% | +30.9% | -87.1% | -69.8% |
| All | -62.4% | +105.3% | -167.7% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling