+22.6%
OTIS vs LCID
-95.9%
+118.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -5.0% | -9.1% | +4.1% | -4.6% |
| 30D | -6.5% | -37.6% | +31.1% | -4.6% |
| 3M | -2.0% | -11.1% | +9.1% | -2.2% |
| 6M | -20.2% | -59.2% | +39.0% | -17.7% |
| YTD | -21.0% | -60.5% | +39.5% | -18.6% |
| 1Y | -20.9% | -78.5% | +57.6% | -16.2% |
| 3Y | -13.3% | -92.8% | +79.5% | -6.1% |
| 5Y | -18.5% | -97.9% | +79.4% | -8.8% |
| All | +22.6% | -95.9% | +118.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LCID 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling