+6.4%
LVS vs OTIS
-17.8%
+24.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.5% |
| 7D | -3.5% | -3.0% | -0.5% | -1.7% |
| 30D | -6.2% | -6.0% | -0.2% | -2.7% |
| 3M | -14.8% | -0.9% | -14.0% | -14.8% |
| 6M | -20.9% | -17.3% | -3.5% | -11.9% |
| YTD | -33.0% | -19.6% | -13.5% | -24.2% |
| 1Y | -20.0% | -21.0% | +1.0% | -8.5% |
| 3Y | -6.9% | -12.1% | +5.2% | -4.5% |
| All | +6.4% | -17.8% | +24.2% | +2.7% |
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