-9.3%
LHX vs OTIS
-9.8%
+0.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.9% | -10.3% | -7.7% |
| 7D | -0.3% | +9.5% | -9.8% | -3.7% |
| 30D | +9.7% | +21.1% | -11.5% | +2.3% |
| 3M | -8.5% | +9.0% | -17.5% | -11.3% |
| 6M | -15.1% | +6.4% | -21.5% | -17.2% |
| YTD | -10.4% | -7.1% | -3.3% | -8.1% |
| 1Y | -9.3% | -10.1% | +0.8% | -7.5% |
| All | -9.3% | -9.8% | +0.5% | -7.5% |
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