+17.9%
LMT vs OTIS
-14.9%
+32.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -6.3% | -0.7% | -5.5% | -6.1% |
| 30D | -8.5% | -2.0% | -6.5% | -8.1% |
| 3M | +1.8% | +2.6% | -0.7% | +1.4% |
| 6M | -19.9% | -20.9% | +1.0% | -18.5% |
| YTD | +10.6% | -17.1% | +27.7% | +12.6% |
| 1Y | +17.9% | -15.9% | +33.9% | +19.9% |
| All | +17.9% | -14.9% | +32.9% | +19.9% |
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