+6.0%
LOW vs OTIS
-19.0%
+25.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.1% |
| 7D | -2.6% | -5.0% | +2.4% | +0.2% |
| 30D | -11.1% | -6.5% | -4.7% | -7.8% |
| 3M | -8.5% | -2.0% | -6.6% | -7.5% |
| 6M | -20.8% | -20.2% | -0.7% | -10.7% |
| YTD | -17.2% | -21.0% | +3.8% | -6.3% |
| 1Y | -24.7% | -20.9% | -3.9% | -15.1% |
| 3Y | -9.7% | -13.3% | +3.6% | -6.8% |
| 5Y | +6.0% | -18.5% | +24.5% | +6.1% |
| All | +6.0% | -19.0% | +25.0% | +6.1% |
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