+89.7%
LMT vs OUST
-49.1%
+138.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -1.4% |
| 7D | -11.0% | +17.0% | -28.0% | -10.7% |
| 30D | +13.6% | -16.5% | +30.1% | +13.6% |
| 3M | -2.1% | -23.7% | +21.6% | -2.1% |
| 6M | +11.7% | +18.4% | -6.7% | +12.0% |
| YTD | +19.4% | +60.8% | -41.4% | +19.9% |
| 1Y | +24.1% | +44.2% | -20.1% | +24.6% |
| 3Y | +36.2% | +668.1% | -631.9% | +39.1% |
| All | +89.7% | -49.1% | +138.7% | +82.5% |
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