+18.7%
LHX vs OTIS
-17.8%
+36.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.7% |
| 7D | -4.3% | -3.0% | -1.3% | -3.4% |
| 30D | -15.1% | -6.0% | -9.1% | -13.6% |
| 3M | -21.0% | -0.9% | -20.1% | -20.8% |
| 6M | -32.0% | -17.3% | -14.7% | -28.4% |
| YTD | -15.3% | -19.6% | +4.2% | -10.2% |
| 1Y | -11.1% | -21.0% | +10.0% | -5.3% |
| 3Y | +54.0% | -12.1% | +66.1% | +56.5% |
| All | +18.7% | -17.8% | +36.5% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling