+390.2%
LLY vs OTIS
-17.1%
+407.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -3.1% | -2.2% | -0.9% | -2.6% |
| 30D | -8.6% | -4.3% | -4.3% | -7.6% |
| 3M | -1.6% | -2.2% | +0.5% | -1.3% |
| 6M | +11.8% | -19.9% | +31.7% | +17.7% |
| YTD | +5.1% | -19.3% | +24.4% | +10.2% |
| 1Y | +50.7% | -19.6% | +70.3% | +57.9% |
| 3Y | +95.7% | -11.5% | +107.2% | +97.9% |
| 5Y | +390.2% | -16.8% | +406.9% | +395.7% |
| All | +390.2% | -17.1% | +407.3% | +395.7% |
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