+74.2%
OTIS vs LDOS
+89.0%
-14.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.7% | -5.4% | +4.7% | +0.5% |
| 30D | -2.0% | +4.9% | -6.9% | -3.2% |
| 3M | +2.6% | +7.2% | -4.6% | +0.5% |
| 6M | -20.9% | -24.2% | +3.3% | -16.0% |
| YTD | -17.1% | -25.8% | +8.7% | -12.0% |
| 1Y | -15.9% | -24.7% | +8.8% | -11.3% |
| 3Y | -12.7% | +39.3% | -52.0% | -24.3% |
| 5Y | -15.7% | +43.3% | -59.0% | -28.4% |
| All | +74.2% | +89.0% | -14.8% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling