-5.1%
LHX vs OUST
+34.0%
-39.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | -2.5% | +12.7% | -15.2% | -2.7% |
| 30D | -10.4% | -13.6% | +3.3% | -10.2% |
| 3M | -14.9% | -8.3% | -6.6% | -15.3% |
| 6M | -29.6% | +85.0% | -114.6% | -34.4% |
| YTD | -11.8% | +73.2% | -85.1% | -17.2% |
| 1Y | -5.1% | +32.5% | -37.6% | -9.8% |
| All | -5.1% | +34.0% | -39.1% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling