+555.0%
LITE vs OTIS
-17.7%
+572.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.7% | +10.6% |
| 7D | +12.6% | -0.8% | +13.4% | +12.4% |
| 30D | +9.9% | -4.7% | +14.7% | +8.8% |
| 3M | +9.3% | +1.2% | +8.1% | +8.9% |
| 6M | +75.2% | -20.5% | +95.7% | +81.3% |
| YTD | +165.5% | -18.4% | +183.9% | +174.2% |
| 1Y | +555.0% | -18.1% | +573.1% | +563.5% |
| All | +555.0% | -17.7% | +572.6% | +563.5% |
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