-5.6%
LMT vs OUST
+32.3%
-38.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1w.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | N/A |
| 7D | -5.6% | +31.9% | -37.5% | N/A |
| All | -5.6% | +32.3% | -38.0% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1w: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1w analysis · Full analysis span regression · Available span rolling