-16.5%
OTIS vs LEN
-11.2%
-5.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.2% |
| 7D | -3.0% | -4.8% | +1.8% | -1.6% |
| 30D | -6.0% | -6.6% | +0.6% | -4.2% |
| 3M | -0.9% | -15.7% | +14.8% | +3.7% |
| 6M | -17.3% | -16.6% | -0.7% | -13.5% |
| YTD | -19.6% | -21.3% | +1.8% | -14.8% |
| 1Y | -21.0% | -42.0% | +21.0% | -8.8% |
| 3Y | -12.1% | -27.9% | +15.8% | -8.7% |
| All | -16.5% | -11.2% | -5.4% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling