+93.2%
OTIS vs LDOS
+89.1%
+4.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | +4.2% | -7.2% | +11.4% | +6.0% |
| 30D | +20.1% | +16.8% | +3.3% | +15.8% |
| 3M | +7.6% | -1.6% | +9.2% | +7.8% |
| 6M | +4.2% | -1.0% | +5.2% | +3.8% |
| YTD | -8.1% | -25.8% | +17.7% | -2.6% |
| 1Y | -11.5% | -31.1% | +19.6% | -4.5% |
| 3Y | +3.8% | +32.8% | -29.0% | -8.6% |
| 5Y | +5.0% | +49.4% | -44.4% | -11.9% |
| All | +93.2% | +89.1% | +4.1% | +44.8% |
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 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