+64.1%
LHX vs OUST
-61.4%
+125.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | -2.5% | +12.7% | -15.2% | -2.6% |
| 30D | -10.4% | -13.6% | +3.3% | -10.2% |
| 3M | -14.9% | -8.3% | -6.6% | -15.1% |
| 6M | -29.6% | +85.0% | -114.6% | -30.8% |
| YTD | -11.8% | +73.2% | -85.1% | -13.2% |
| 1Y | -5.1% | +32.5% | -37.6% | -6.3% |
| 3Y | +61.3% | +643.8% | -582.5% | +54.9% |
| 5Y | +22.4% | -52.1% | +74.5% | +15.6% |
| All | +64.1% | -61.4% | +125.4% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling