+27.1%
LQD vs OTIS
+91.8%
-64.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | 0.0% | -2.2% | +2.1% | +0.1% |
| 30D | -0.2% | -4.3% | +4.1% | +0.1% |
| 3M | -1.7% | -2.2% | +0.5% | -1.6% |
| 6M | -2.7% | -19.9% | +17.2% | -1.1% |
| YTD | -1.4% | -19.3% | +17.9% | +0.1% |
| 1Y | -1.0% | -19.6% | +18.6% | +0.5% |
| 3Y | +15.1% | -11.5% | +26.6% | +15.6% |
| 5Y | -5.2% | -16.8% | +11.6% | -5.5% |
| All | +27.1% | +91.8% | -64.7% | +26.1% |
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 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