+535.6%
LNG vs OUST
-62.4%
+598.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | +3.4% | +5.2% | -1.8% | +3.3% |
| 30D | +14.9% | -19.3% | +34.1% | +15.4% |
| 3M | +21.4% | -22.6% | +44.0% | +21.4% |
| 6M | +17.8% | +62.8% | -45.0% | +14.5% |
| YTD | +51.3% | +68.3% | -17.1% | +46.6% |
| 1Y | +24.4% | +28.5% | -4.1% | +21.1% |
| 3Y | +79.7% | +554.0% | -474.4% | +59.0% |
| 5Y | +241.3% | -56.2% | +297.5% | +228.6% |
| All | +535.6% | -62.4% | +598.0% | +518.4% |
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