+98.6%
LMT vs OTIS
+91.3%
+7.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -0.2% | -3.0% | +2.8% | +0.5% |
| 30D | -13.1% | -6.0% | -7.1% | -11.9% |
| 3M | -3.9% | -0.9% | -3.0% | -3.8% |
| 6M | -18.3% | -17.3% | -0.9% | -14.9% |
| YTD | +10.3% | -19.6% | +29.9% | +15.4% |
| 1Y | +14.2% | -21.0% | +35.3% | +19.9% |
| 3Y | +35.0% | -12.1% | +47.1% | +36.1% |
| 5Y | +73.2% | -17.1% | +90.3% | +74.9% |
| All | +98.6% | +91.3% | +7.4% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling