+36.5%
LUV vs OTIS
+91.8%
-55.3%
-64.6%
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% | +0.6% |
| 7D | +0.7% | -2.2% | +2.8% | +1.7% |
| 30D | -13.4% | -4.3% | -9.1% | -11.6% |
| 3M | -9.6% | -2.2% | -7.4% | -8.7% |
| 6M | -8.9% | -19.9% | +11.0% | +1.2% |
| YTD | -5.2% | -19.3% | +14.2% | +4.8% |
| 1Y | +27.0% | -19.6% | +46.6% | +40.4% |
| 3Y | +39.6% | -11.5% | +51.2% | +44.6% |
| 5Y | -14.4% | -16.8% | +2.4% | -10.9% |
| All | +36.5% | +91.8% | -55.3% | +10.0% |
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