+76.2%
LHX vs OTIS
+87.9%
-11.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | -4.8% | -5.0% | +0.2% | -3.4% |
| 30D | -12.7% | -6.5% | -6.3% | -11.1% |
| 3M | -17.6% | -2.0% | -15.7% | -17.2% |
| 6M | -30.7% | -20.2% | -10.5% | -26.4% |
| YTD | -14.3% | -21.0% | +6.6% | -8.8% |
| 1Y | -8.4% | -20.9% | +12.5% | -2.6% |
| 3Y | +56.7% | -13.3% | +70.0% | +60.3% |
| 5Y | +18.5% | -18.5% | +37.0% | +21.6% |
| All | +76.2% | +87.9% | -11.8% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling