+812.0%
LNG vs OTIS
+91.8%
+720.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -6.7% | -2.2% | -4.6% | -6.2% |
| 30D | +3.9% | -4.3% | +8.2% | +5.1% |
| 3M | +15.5% | -2.2% | +17.7% | +15.9% |
| 6M | +10.5% | -19.9% | +30.4% | +16.7% |
| YTD | +43.0% | -19.3% | +62.3% | +50.5% |
| 1Y | +18.9% | -19.6% | +38.4% | +25.0% |
| 3Y | +74.7% | -11.5% | +86.2% | +75.5% |
| 5Y | +231.2% | -16.8% | +248.0% | +235.3% |
| All | +812.0% | +91.8% | +720.2% | +617.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling