+1,066.8%
LLY vs OTIS
+115.8%
+951.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.0% |
| 7D | +6.7% | -1.3% | +8.0% | +7.0% |
| 30D | +19.6% | +12.8% | +6.8% | +16.7% |
| 3M | +19.7% | +7.4% | +12.3% | +17.9% |
| 6M | +42.7% | +7.7% | +35.0% | +40.3% |
| YTD | +35.1% | -9.3% | +44.4% | +37.1% |
| 1Y | +42.2% | -12.1% | +54.3% | +45.1% |
| 3Y | +140.8% | +0.6% | +140.2% | +138.2% |
| 5Y | +480.6% | -1.1% | +481.7% | +467.2% |
| All | +1,066.8% | +115.8% | +951.1% | +938.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling