+24.4%
LNG vs OUST
+33.5%
-9.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | +3.4% | +5.2% | -1.8% | +3.5% |
| 30D | +14.9% | -19.3% | +34.1% | +14.5% |
| 3M | +21.4% | -22.6% | +44.0% | +21.2% |
| 6M | +17.8% | +62.8% | -45.0% | +18.2% |
| YTD | +51.3% | +68.3% | -17.1% | +51.2% |
| 1Y | +24.4% | +28.5% | -4.1% | +26.1% |
| All | +24.4% | +33.5% | -9.1% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling