+1,358.0%
LITE vs OTIS
+0.6%
+1,357.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.5% |
| 7D | +10.8% | -1.3% | +12.1% | +10.7% |
| 30D | -33.4% | +12.8% | -46.2% | -33.9% |
| 3M | -32.2% | +7.4% | -39.6% | -32.3% |
| 6M | -42.1% | +7.7% | -49.8% | -42.3% |
| YTD | +61.9% | -9.3% | +71.1% | +69.8% |
| 1Y | +163.0% | -12.1% | +175.1% | +179.0% |
| 3Y | +1,358.0% | +0.6% | +1,357.4% | +1,013.1% |
| All | +1,358.0% | +0.6% | +1,357.5% | +1,013.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling