+71.4%
OTIS vs LEN
+204.6%
-133.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.6% |
| 7D | -0.8% | -2.9% | +2.1% | 0.0% |
| 30D | -4.7% | -8.9% | +4.1% | -2.5% |
| 3M | +1.2% | -10.9% | +12.1% | +3.9% |
| 6M | -20.5% | -19.7% | -0.9% | -16.5% |
| YTD | -18.4% | -20.6% | +2.1% | -14.4% |
| 1Y | -18.1% | -42.4% | +24.3% | -6.9% |
| 3Y | -10.6% | -26.5% | +16.0% | -6.8% |
| 5Y | -16.1% | -10.9% | -5.1% | -18.9% |
| All | +71.4% | +204.6% | -133.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LEN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling