-51.0%
OUST vs LTH
+184.4%
-235.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.3% | +15.3% | +14.7% |
| 7D | +17.0% | +4.5% | +12.5% | +14.6% |
| 30D | -16.5% | +16.3% | -32.8% | -23.1% |
| 3M | -23.7% | +8.4% | -32.0% | -27.2% |
| 6M | +18.4% | +40.3% | -21.9% | -2.7% |
| YTD | +60.8% | +77.3% | -16.5% | +14.9% |
| 1Y | +44.2% | +88.0% | -43.8% | -0.3% |
| 3Y | +668.1% | +274.3% | +393.8% | +241.0% |
| 5Y | -48.8% | +142.9% | -191.7% | -76.6% |
| All | -51.0% | +184.4% | -235.4% | -78.3% |
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