+69.1%
OTIS vs LEN
+201.7%
-132.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.2% |
| 7D | -3.0% | -4.8% | +1.8% | -1.7% |
| 30D | -6.0% | -6.6% | +0.6% | -4.4% |
| 3M | -0.9% | -15.7% | +14.8% | +3.2% |
| 6M | -17.3% | -16.6% | -0.7% | -13.9% |
| YTD | -19.6% | -21.3% | +1.8% | -15.3% |
| 1Y | -21.0% | -42.0% | +21.0% | -10.4% |
| 3Y | -12.1% | -27.9% | +15.8% | -7.9% |
| 5Y | -17.1% | -10.7% | -6.4% | -19.9% |
| All | +69.1% | +201.7% | -132.6% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling