+1,060.4%
LLY vs OTIS
+114.5%
+945.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +1.4% | -2.9% | +4.2% | +2.0% |
| 30D | +21.5% | +16.1% | +5.4% | +18.0% |
| 3M | +18.5% | +6.7% | +11.7% | +16.8% |
| 6M | +49.1% | +6.0% | +43.1% | +47.1% |
| YTD | +34.4% | -9.8% | +44.2% | +36.5% |
| 1Y | +46.3% | -12.3% | +58.6% | +49.4% |
| 3Y | +145.5% | -0.2% | +145.7% | +143.3% |
| 5Y | +472.7% | +1.0% | +471.7% | +458.3% |
| All | +1,060.4% | +114.5% | +945.9% | +934.0% |
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 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