+213.6%
LNG vs OUST
-53.0%
+266.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.3% | -0.1% |
| 7D | +11.3% | -3.8% | +15.1% | +11.4% |
| 30D | +10.6% | +5.1% | +5.6% | +10.4% |
| 3M | +16.1% | -25.8% | +41.9% | +16.6% |
| 6M | +29.6% | -2.0% | +31.6% | +28.2% |
| YTD | +60.3% | +54.7% | +5.6% | +55.7% |
| 1Y | +46.1% | +48.8% | -2.7% | +41.9% |
| 3Y | +85.9% | +607.8% | -521.9% | +65.1% |
| All | +213.6% | -53.0% | +266.6% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling