+89.6%
OTIS vs LDOS
+90.8%
-1.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | +16.1% | +10.1% | +6.0% | +13.5% |
| 3M | +6.7% | -4.7% | +11.4% | +7.7% |
| 6M | +6.0% | +5.6% | +0.4% | +4.1% |
| YTD | -9.8% | -25.1% | +15.3% | -4.6% |
| 1Y | -12.3% | -31.7% | +19.3% | -5.1% |
| 3Y | -0.2% | +33.7% | -34.0% | -12.4% |
| 5Y | +1.0% | +54.4% | -53.4% | -16.0% |
| All | +89.6% | +90.8% | -1.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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