+721.4%
LITE vs OTIS
+118.6%
+602.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +5.8% |
| 7D | -35.9% | +4.2% | -40.2% | -36.8% |
| 30D | -51.5% | +20.1% | -71.6% | -54.5% |
| 3M | -35.7% | +7.6% | -43.3% | -37.6% |
| 6M | -43.0% | +4.2% | -47.1% | -44.4% |
| YTD | +46.1% | -8.1% | +54.2% | +48.8% |
| 1Y | +124.7% | -11.5% | +136.2% | +132.0% |
| 3Y | +1,172.1% | +3.8% | +1,168.3% | +1,107.4% |
| 5Y | +477.0% | +5.0% | +472.0% | +438.8% |
| All | +721.4% | +118.6% | +602.8% | +639.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling