-46.2%
OUST vs LTH
+186.2%
-232.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | +31.9% | +6.4% | +25.5% | +27.8% |
| 30D | -4.2% | +16.7% | -21.0% | -12.0% |
| 3M | -9.3% | +11.7% | -21.0% | -14.9% |
| 6M | +51.7% | +48.5% | +3.2% | +20.5% |
| YTD | +76.6% | +78.4% | -1.8% | +25.8% |
| 1Y | +48.9% | +89.7% | -40.8% | +2.3% |
| 3Y | +675.3% | +245.6% | +429.6% | +260.9% |
| 5Y | -44.0% | +142.7% | -186.7% | -74.5% |
| All | -46.2% | +186.2% | -232.3% | -76.3% |
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