+10.5%
LNG vs OTIS
-20.4%
+30.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.3% |
| 7D | -6.7% | -2.2% | -4.6% | -7.3% |
| 30D | +3.9% | -4.3% | +8.2% | +2.4% |
| 3M | +15.5% | -2.2% | +17.7% | +15.2% |
| 6M | +10.5% | -19.9% | +30.4% | -2.2% |
| All | +10.5% | -20.4% | +30.9% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling