+36.5%
LMT vs OTIS
-13.8%
+50.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | -0.5% | -5.0% | +4.5% | +0.3% |
| 30D | -10.8% | -6.5% | -4.3% | -9.8% |
| 3M | +1.6% | -2.0% | +3.5% | +1.9% |
| 6M | -17.6% | -20.2% | +2.6% | -15.1% |
| YTD | +11.6% | -21.0% | +32.6% | +15.0% |
| 1Y | +17.2% | -20.9% | +38.1% | +20.8% |
| All | +36.5% | -13.8% | +50.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling