+793.0%
LITE vs OTIS
+116.3%
+676.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -13.9% | +1.7% | -15.6% | -14.4% |
| 30D | -46.9% | +18.5% | -65.4% | -50.0% |
| 3M | -28.0% | +7.9% | -35.9% | -30.2% |
| 6M | -35.2% | +5.7% | -40.9% | -37.2% |
| YTD | +58.9% | -9.1% | +67.9% | +62.3% |
| 1Y | +125.3% | -11.6% | +136.9% | +132.4% |
| 3Y | +1,344.4% | +0.6% | +1,343.9% | +1,286.4% |
| 5Y | +541.2% | +1.8% | +539.3% | +502.4% |
| All | +793.0% | +116.3% | +676.8% | +705.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling