+74.2%
OTIS vs LH
+277.0%
-202.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -0.7% | -2.5% | +1.7% | 0.0% |
| 30D | -2.0% | +4.3% | -6.3% | -3.3% |
| 3M | +2.6% | +25.5% | -23.0% | -4.4% |
| 6M | -20.9% | +17.0% | -37.9% | -24.8% |
| YTD | -17.1% | +31.3% | -48.4% | -24.0% |
| 1Y | -15.9% | +20.0% | -35.9% | -21.0% |
| 3Y | -12.7% | +63.9% | -76.6% | -26.3% |
| 5Y | -15.7% | +30.9% | -46.6% | -25.4% |
| All | +74.2% | +277.0% | -202.7% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling