+57.3%
LLY vs OTIS
-9.8%
+67.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.4% |
| 7D | +10.1% | +9.5% | +0.6% | +7.4% |
| 30D | +24.0% | +21.1% | +2.9% | +18.3% |
| 3M | +27.3% | +9.0% | +18.3% | +24.2% |
| 6M | +47.0% | +6.4% | +40.5% | +44.5% |
| YTD | +32.6% | -7.1% | +39.7% | +30.3% |
| 1Y | +57.3% | -10.1% | +67.5% | +57.5% |
| All | +57.3% | -9.8% | +67.1% | +57.5% |
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