+28.3%
LHX vs OUST
-49.1%
+77.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | +0.6% |
| 7D | -6.4% | +17.0% | -23.4% | -6.5% |
| 30D | +11.2% | -16.5% | +27.7% | +11.5% |
| 3M | -9.8% | -23.7% | +13.9% | -9.6% |
| 6M | -13.2% | +18.4% | -31.6% | -14.1% |
| YTD | -10.4% | +60.8% | -71.2% | -12.1% |
| 1Y | -7.3% | +44.2% | -51.5% | -8.9% |
| 3Y | +51.5% | +668.1% | -616.6% | +43.4% |
| All | +28.3% | -49.1% | +77.3% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling