+73.0%
LMT vs OTIS
-17.8%
+90.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | -0.2% | -3.0% | +2.8% | +0.3% |
| 30D | -13.1% | -6.0% | -7.1% | -12.1% |
| 3M | -3.9% | -0.9% | -3.0% | -3.8% |
| 6M | -18.3% | -17.3% | -0.9% | -15.6% |
| YTD | +10.3% | -19.6% | +29.9% | +14.3% |
| 1Y | +14.2% | -21.0% | +35.3% | +18.7% |
| 3Y | +35.0% | -12.1% | +47.1% | +35.7% |
| All | +73.0% | -17.8% | +90.8% | +70.8% |
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 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