+83.8%
LMT vs OUST
-60.6%
+144.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.5% |
| 7D | -5.6% | +31.9% | -37.5% | -5.3% |
| 30D | +18.4% | -4.2% | +22.6% | +18.5% |
| 3M | +0.6% | -9.3% | +9.9% | +0.7% |
| 6M | +20.6% | +51.7% | -31.1% | +21.1% |
| YTD | +27.0% | +76.6% | -49.7% | +27.6% |
| 1Y | +36.9% | +48.9% | -12.0% | +37.4% |
| 3Y | +46.9% | +675.3% | -628.4% | +49.5% |
| 5Y | +104.2% | -44.0% | +148.2% | +104.0% |
| All | +83.8% | -60.6% | +144.4% | +84.1% |
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