+505.0%
LNG vs OUST
-64.1%
+569.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -0.9% |
| 7D | -15.9% | +17.0% | -32.9% | -16.2% |
| 30D | +2.1% | -16.5% | +18.6% | +2.4% |
| 3M | +4.8% | -23.7% | +28.5% | +5.3% |
| 6M | +6.8% | +18.4% | -11.6% | +4.9% |
| YTD | +44.0% | +60.8% | -16.8% | +39.4% |
| 1Y | +34.9% | +44.2% | -9.3% | +31.0% |
| 3Y | +67.3% | +668.1% | -600.8% | +46.9% |
| 5Y | +170.1% | -48.8% | +218.9% | +157.9% |
| All | +505.0% | -64.1% | +569.1% | +488.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling