-4.1%
LHX vs OTIS
-14.9%
+10.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.0% | -0.7% | -1.2% | -1.7% |
| 30D | -9.9% | -2.0% | -7.9% | -9.2% |
| 3M | -16.5% | +2.6% | -19.0% | -17.3% |
| 6M | -29.6% | -20.9% | -8.7% | -24.0% |
| YTD | -11.6% | -17.1% | +5.5% | -5.8% |
| 1Y | -4.1% | -15.9% | +11.8% | +1.4% |
| All | -4.1% | -14.9% | +10.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling