+521.6%
LNG vs OUST
-60.2%
+581.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | +2.5% |
| 7D | -8.4% | +36.7% | -45.0% | -9.1% |
| 30D | +2.7% | -3.3% | +6.0% | +2.6% |
| 3M | +11.7% | -11.1% | +22.9% | +11.8% |
| 6M | +19.5% | +53.1% | -33.6% | +16.5% |
| YTD | +48.0% | +78.2% | -30.3% | +42.9% |
| 1Y | +38.4% | +50.0% | -11.7% | +34.3% |
| 3Y | +71.9% | +836.2% | -764.3% | +50.0% |
| 5Y | +179.9% | -50.0% | +229.8% | +168.2% |
| All | +521.6% | -60.2% | +581.9% | +502.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling