+46.9%
LMT vs OUST
+729.1%
-682.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.5% |
| 7D | -5.6% | +31.9% | -37.5% | -5.2% |
| 30D | +18.4% | -4.2% | +22.6% | +18.6% |
| 3M | +0.6% | -9.3% | +9.9% | +0.8% |
| 6M | +20.6% | +51.7% | -31.1% | +20.8% |
| YTD | +27.0% | +76.6% | -49.7% | +27.2% |
| 1Y | +36.9% | +48.9% | -12.0% | +37.0% |
| 3Y | +46.9% | +675.3% | -628.4% | +44.2% |
| All | +46.9% | +729.1% | -682.2% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling