+36.9%
LMT vs OUST
+50.6%
-13.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.5% | +14.0% | -11.4% | +2.9% |
| 30D | +19.2% | +2.5% | +16.6% | +20.0% |
| 3M | +2.7% | -15.3% | +18.0% | +3.2% |
| 6M | +20.6% | +42.6% | -22.0% | +18.6% |
| YTD | +28.4% | +76.6% | -48.2% | +24.4% |
| 1Y | +36.9% | +54.1% | -17.1% | +32.7% |
| All | +36.9% | +50.6% | -13.7% | +32.7% |
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