-68.5%
OUST vs LH
+128.1%
-196.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.2% | -7.8% | -8.3% |
| 7D | -5.0% | -1.3% | -3.7% | -3.9% |
| 30D | -32.0% | +16.6% | -48.6% | -38.0% |
| 3M | -32.4% | +16.0% | -48.3% | -38.5% |
| 6M | +6.7% | +42.0% | -35.3% | -16.2% |
| YTD | +41.0% | +45.9% | -4.8% | +7.5% |
| 1Y | +18.0% | +46.4% | -28.4% | -10.5% |
| 3Y | +560.6% | +79.0% | +481.6% | +334.7% |
| 5Y | -55.1% | +62.3% | -117.4% | -70.6% |
| All | -68.5% | +128.1% | -196.7% | -79.6% |
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