+222.1%
LNG vs OTIS
-17.8%
+239.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | -4.7% | -3.0% | -1.7% | -4.1% |
| 30D | +3.8% | -6.0% | +9.8% | +5.1% |
| 3M | +16.2% | -0.9% | +17.0% | +16.1% |
| 6M | +11.7% | -17.3% | +29.0% | +15.9% |
| YTD | +44.2% | -19.6% | +63.8% | +50.6% |
| 1Y | +18.6% | -21.0% | +39.6% | +24.3% |
| 3Y | +77.4% | -12.1% | +89.5% | +77.4% |
| All | +222.1% | -17.8% | +239.9% | +225.4% |
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