+94.5%
OTIS vs LDOS
+93.6%
+0.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +6.5% | -3.7% | +10.2% | +7.5% |
| 30D | +19.6% | +16.4% | +3.2% | +15.5% |
| 3M | +9.4% | +7.4% | +2.0% | +7.3% |
| 6M | +6.4% | -0.3% | +6.7% | +5.9% |
| YTD | -7.5% | -24.0% | +16.5% | -2.5% |
| 1Y | -11.0% | -29.6% | +18.6% | -4.4% |
| 3Y | +5.2% | +35.1% | -30.0% | -7.8% |
| 5Y | +5.7% | +52.9% | -47.2% | -11.8% |
| All | +94.5% | +93.6% | +0.9% | +45.0% |
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