+562.5%
LITE vs OTIS
-1.5%
+564.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | +10.8% | -1.8% | +12.6% | +11.4% |
| 30D | -33.4% | +12.1% | -45.6% | -36.9% |
| 3M | -32.2% | +6.8% | -39.0% | -34.7% |
| 6M | -42.1% | +7.1% | -49.2% | -44.7% |
| YTD | +61.9% | -9.8% | +71.7% | +68.0% |
| 1Y | +163.0% | -12.6% | +175.6% | +177.5% |
| 3Y | +1,358.0% | +0.1% | +1,358.0% | +1,213.7% |
| All | +562.5% | -1.5% | +564.0% | +471.5% |
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