+77.5%
LHX vs OUST
-60.6%
+138.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +6.5% | +14.0% | -7.5% | +6.4% |
| 30D | +16.1% | +2.5% | +13.5% | +16.1% |
| 3M | -2.8% | -15.3% | +12.5% | -2.7% |
| 6M | -7.7% | +42.6% | -50.3% | -8.6% |
| YTD | -4.6% | +76.6% | -81.2% | -6.1% |
| 1Y | -6.8% | +54.1% | -60.8% | -8.1% |
| 3Y | +60.8% | +675.3% | -614.4% | +54.5% |
| 5Y | +39.5% | -45.1% | +84.6% | +31.6% |
| All | +77.5% | -60.6% | +138.1% | +66.3% |
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