+463.9%
LLY vs OTIS
+3.9%
+460.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +19.7% | +19.4% | +0.3% | +14.6% |
| 3M | +19.3% | +7.1% | +12.1% | +17.1% |
| 6M | +49.3% | +6.6% | +42.8% | +46.6% |
| YTD | +32.0% | -8.3% | +40.3% | +34.1% |
| 1Y | +53.7% | -11.6% | +65.3% | +57.5% |
| 3Y | +143.7% | +3.1% | +140.6% | +136.7% |
| 5Y | +463.9% | +2.5% | +461.4% | +440.2% |
| All | +463.9% | +3.9% | +460.0% | +440.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling