+62.1%
LNT vs OUST
-64.1%
+126.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.1% | -1.0% |
| 7D | +1.4% | +17.0% | -15.6% | +1.4% |
| 30D | +12.3% | -16.5% | +28.8% | +12.3% |
| 3M | +5.3% | -23.7% | +29.0% | +5.4% |
| 6M | +2.0% | +18.4% | -16.3% | +1.8% |
| YTD | +15.3% | +60.8% | -45.5% | +14.8% |
| 1Y | +12.3% | +44.2% | -31.9% | +11.9% |
| 3Y | +59.1% | +668.1% | -609.0% | +56.8% |
| 5Y | +51.7% | -48.8% | +100.5% | +41.2% |
| All | +62.1% | -64.1% | +126.3% | +48.7% |
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