-52.8%
OUST vs LTH
+180.7%
-233.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.2% | -10.7% | -9.7% |
| 7D | -3.8% | -1.3% | -2.5% | -3.3% |
| 30D | +5.1% | +15.7% | -10.6% | -3.1% |
| 3M | -25.8% | +5.0% | -30.8% | -28.2% |
| 6M | -2.0% | +37.7% | -39.7% | -19.0% |
| YTD | +54.7% | +75.0% | -20.3% | +11.2% |
| 1Y | +48.8% | +82.6% | -33.8% | +4.3% |
| 3Y | +607.8% | +241.3% | +366.5% | +231.2% |
| 5Y | -52.7% | +135.4% | -188.1% | -78.1% |
| All | -52.8% | +180.7% | -233.6% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling