+24.4%
LNG vs OTIS
-14.9%
+39.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.3% |
| 7D | +3.4% | -0.7% | +4.2% | +3.3% |
| 30D | +14.9% | -2.0% | +16.9% | +14.5% |
| 3M | +21.4% | +2.6% | +18.8% | +22.0% |
| 6M | +17.8% | -20.9% | +38.7% | +16.3% |
| YTD | +51.3% | -17.1% | +68.4% | +49.1% |
| 1Y | +24.4% | -15.9% | +40.3% | +24.0% |
| All | +24.4% | -14.9% | +39.4% | +24.0% |
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