+25.9%
LMT vs OUST
+11.1%
+14.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +15.7% | -22.6% | -6.4% |
| 7D | -5.5% | -0.2% | -5.3% | -5.3% |
| 30D | +17.5% | -24.0% | +41.4% | +17.7% |
| 3M | +1.6% | -29.9% | +31.5% | +1.7% |
| 6M | +16.3% | +19.1% | -2.8% | +14.1% |
| YTD | +25.3% | +55.0% | -29.7% | +20.8% |
| 1Y | +25.9% | +21.2% | +4.7% | +21.6% |
| All | +25.9% | +11.1% | +14.8% | +21.6% |
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