-48.7%
OUST vs LTH
+160.9%
-209.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.5% |
| 7D | +5.2% | -0.6% | +5.9% | +5.6% |
| 30D | -19.3% | -4.6% | -14.7% | -17.3% |
| 3M | -22.6% | +32.8% | -55.4% | -34.5% |
| 6M | +62.8% | +64.6% | -1.8% | +22.2% |
| YTD | +68.3% | +62.6% | +5.7% | +26.7% |
| 1Y | +28.5% | +49.9% | -21.4% | +1.0% |
| 3Y | +554.0% | +151.3% | +402.7% | +262.7% |
| All | -48.7% | +160.9% | -209.6% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling