+573.7%
OUST vs LTH
+273.3%
+300.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.8% | -9.8% | -9.3% |
| 7D | -5.0% | +5.3% | -10.3% | -6.9% |
| 30D | -32.0% | +18.3% | -50.3% | -36.9% |
| 3M | -32.4% | +5.4% | -37.7% | -34.1% |
| 6M | +6.7% | +62.5% | -55.8% | -15.8% |
| YTD | +41.0% | +79.6% | -38.6% | +5.6% |
| 1Y | +18.0% | +88.1% | -70.2% | -13.6% |
| All | +573.7% | +273.3% | +300.4% | +236.1% |
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