-13.6%
OTIS vs LH
+56.3%
-70.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -0.9% |
| 7D | -5.0% | -7.4% | +2.4% | -3.1% |
| 30D | -6.5% | -4.6% | -1.9% | -5.4% |
| 3M | -2.0% | +14.5% | -16.5% | -5.5% |
| 6M | -20.2% | +14.8% | -35.0% | -23.2% |
| YTD | -21.0% | +23.3% | -44.2% | -25.5% |
| 1Y | -20.9% | +13.6% | -34.5% | -23.9% |
| All | -13.6% | +56.3% | -70.0% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling