+99.9%
LMT vs OUST
-53.0%
+152.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.5% | +7.2% | -1.4% |
| 7D | +5.1% | -3.8% | +8.9% | +5.1% |
| 30D | +14.1% | +5.1% | +9.1% | +14.3% |
| 3M | +0.3% | -25.8% | +26.1% | +0.2% |
| 6M | +16.1% | -2.0% | +18.1% | +16.3% |
| YTD | +25.5% | +54.7% | -29.2% | +26.0% |
| 1Y | +34.1% | +48.8% | -14.7% | +34.7% |
| 3Y | +45.1% | +607.8% | -562.7% | +48.1% |
| All | +99.9% | -53.0% | +152.9% | +89.2% |
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 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