-26.0%
LYFT vs OTIS
+91.3%
-117.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.0% |
| 7D | -8.4% | -3.0% | -5.4% | -6.7% |
| 30D | -7.6% | -6.0% | -1.6% | -4.2% |
| 3M | +11.7% | -0.9% | +12.6% | +12.2% |
| 6M | +15.1% | -17.3% | +32.4% | +27.7% |
| YTD | -20.9% | -19.6% | -1.3% | -11.3% |
| 1Y | -16.4% | -21.0% | +4.6% | -5.4% |
| 3Y | +35.2% | -12.1% | +47.3% | +42.5% |
| 5Y | -69.4% | -17.1% | -52.3% | -67.6% |
| All | -26.0% | +91.3% | -117.3% | -40.7% |
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 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