+74.4%
LMT vs OUST
-52.5%
+126.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +2.1% |
| 7D | -1.5% | +12.7% | -14.3% | -1.5% |
| 30D | -8.2% | -13.6% | +5.4% | -8.3% |
| 3M | +3.7% | -8.3% | +12.0% | +3.7% |
| 6M | -19.2% | +85.0% | -104.1% | -19.0% |
| YTD | +12.9% | +73.2% | -60.4% | +13.1% |
| 1Y | +19.8% | +32.5% | -12.7% | +20.0% |
| 3Y | +37.3% | +643.8% | -606.6% | +39.1% |
| 5Y | +74.4% | -52.1% | +126.5% | +78.0% |
| All | +74.4% | -52.5% | +126.9% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling