+13.1%
LVS vs OTIS
+91.3%
-78.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.3% |
| 7D | -3.5% | -3.0% | -0.5% | -2.1% |
| 30D | -6.2% | -6.0% | -0.2% | -3.4% |
| 3M | -14.8% | -0.9% | -14.0% | -14.7% |
| 6M | -20.9% | -17.3% | -3.5% | -13.7% |
| YTD | -33.0% | -19.6% | -13.5% | -26.1% |
| 1Y | -20.0% | -21.0% | +1.0% | -10.9% |
| 3Y | -6.9% | -12.1% | +5.2% | -2.8% |
| 5Y | +9.1% | -17.1% | +26.2% | +13.8% |
| All | +13.1% | +91.3% | -78.2% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling