+60.1%
LMT vs OUST
-62.4%
+122.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.4% |
| 7D | -6.3% | +5.2% | -11.5% | -6.2% |
| 30D | -8.5% | -19.3% | +10.8% | -8.6% |
| 3M | +1.8% | -22.6% | +24.5% | +1.8% |
| 6M | -19.9% | +62.8% | -82.7% | -19.8% |
| YTD | +10.6% | +68.3% | -57.8% | +10.9% |
| 1Y | +17.9% | +28.5% | -10.6% | +18.2% |
| 3Y | +27.0% | +554.0% | -527.1% | +28.9% |
| 5Y | +68.7% | -56.2% | +124.9% | +67.9% |
| All | +60.1% | -62.4% | +122.5% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling