+50.5%
LNT vs OUST
-62.4%
+112.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.1% | +5.2% | -5.3% | -0.1% |
| 30D | -3.2% | -19.3% | +16.1% | -3.2% |
| 3M | -4.1% | -22.6% | +18.6% | -4.1% |
| 6M | -4.6% | +62.8% | -67.3% | -4.9% |
| YTD | +7.0% | +68.3% | -61.3% | +6.6% |
| 1Y | +8.3% | +28.5% | -20.3% | +8.0% |
| 3Y | +51.0% | +554.0% | -503.0% | +48.5% |
| 5Y | +30.2% | -56.2% | +86.4% | +20.3% |
| All | +50.5% | -62.4% | +112.9% | +38.0% |
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