+42.0%
LLY vs OTIS
-12.5%
+54.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +6.6% | -1.3% | +7.9% | +7.0% |
| 30D | +19.4% | +12.8% | +6.6% | +15.8% |
| 3M | +19.6% | +7.4% | +12.2% | +17.2% |
| 6M | +42.6% | +7.7% | +34.8% | +39.5% |
| YTD | +35.0% | -9.3% | +44.2% | +33.0% |
| 1Y | +42.0% | -12.1% | +54.1% | +41.4% |
| All | +42.0% | -12.5% | +54.5% | +41.4% |
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