-33.3%
LULU vs OTIS
-10.5%
-22.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.8% | +6.5% | -4.8% | -0.9% |
| 30D | +19.4% | +19.6% | -0.2% | +11.5% |
| 3M | -9.5% | +9.4% | -18.9% | -12.8% |
| 6M | -14.2% | +6.4% | -20.6% | -16.5% |
| YTD | -46.2% | -7.5% | -38.7% | -45.5% |
| 1Y | -33.3% | -11.0% | -22.3% | -30.3% |
| All | -33.3% | -10.5% | -22.8% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling