+69.1%
OTIS vs LH
+259.3%
-190.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | -3.0% | -4.7% | +1.7% | -1.6% |
| 30D | -6.0% | -3.5% | -2.5% | -5.0% |
| 3M | -0.9% | +17.7% | -18.6% | -5.8% |
| 6M | -17.3% | +15.8% | -33.1% | -21.1% |
| YTD | -19.6% | +25.1% | -44.7% | -25.2% |
| 1Y | -21.0% | +12.5% | -33.5% | -24.3% |
| 3Y | -12.1% | +59.8% | -71.9% | -25.3% |
| 5Y | -17.1% | +27.1% | -44.2% | -25.9% |
| All | +69.1% | +259.3% | -190.2% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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