+61.9%
LIN vs OTIS
-15.5%
+77.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -2.4% | -2.0% | -0.4% | -1.6% |
| 3M | -5.6% | +2.6% | -8.1% | -6.9% |
| 6M | -3.4% | -20.9% | +17.5% | +7.2% |
| YTD | +13.1% | -17.1% | +30.2% | +22.4% |
| 1Y | +2.5% | -15.9% | +18.4% | +9.9% |
| 3Y | +27.6% | -12.7% | +40.3% | +29.9% |
| All | +61.9% | -15.5% | +77.4% | +55.5% |
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 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