+74.2%
LHX vs OUST
-60.2%
+134.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.8% | -6.4% | +4.3% |
| 7D | -2.7% | +36.7% | -39.4% | -3.0% |
| 30D | +14.5% | -3.3% | +17.9% | +14.6% |
| 3M | -4.9% | -11.1% | +6.3% | -4.8% |
| 6M | -8.6% | +53.1% | -61.7% | -9.6% |
| YTD | -6.4% | +78.2% | -84.6% | -7.9% |
| 1Y | -5.1% | +50.0% | -55.1% | -6.4% |
| 3Y | +59.1% | +836.2% | -777.1% | +52.6% |
| 5Y | +33.4% | -50.0% | +83.4% | +25.7% |
| All | +74.2% | -60.2% | +134.4% | +63.1% |
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