+1,052.3%
LLY vs OTIS
+113.5%
+938.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +4.6% | -3.0% | +7.5% | +5.2% |
| 30D | +22.4% | +14.0% | +8.4% | +19.2% |
| 3M | +17.1% | +4.9% | +12.2% | +15.9% |
| 6M | +44.6% | +5.4% | +39.3% | +42.8% |
| YTD | +33.5% | -10.2% | +43.7% | +35.7% |
| 1Y | +41.1% | -13.4% | +54.5% | +44.4% |
| 3Y | +143.8% | -0.7% | +144.5% | +141.8% |
| 5Y | +473.4% | -2.1% | +475.5% | +461.4% |
| All | +1,052.3% | +113.5% | +938.8% | +927.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling