+668.1%
OUST vs LTH
+268.4%
+399.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.3% | +15.3% | +14.6% |
| 7D | +17.0% | +4.5% | +12.5% | +14.9% |
| 30D | -16.5% | +16.3% | -32.8% | -22.0% |
| 3M | -23.7% | +8.4% | -32.0% | -26.5% |
| 6M | +18.4% | +40.3% | -21.9% | 0.0% |
| YTD | +60.8% | +77.3% | -16.5% | +21.0% |
| 1Y | +44.2% | +88.0% | -43.8% | +5.5% |
| 3Y | +668.1% | +274.3% | +393.8% | +285.1% |
| All | +668.1% | +268.4% | +399.7% | +285.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling