+71.4%
OTIS vs LII
+127.5%
-56.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -0.8% | +2.1% | -2.9% | -1.5% |
| 30D | -4.7% | -12.4% | +7.7% | -0.3% |
| 3M | +1.2% | -24.8% | +26.0% | +10.1% |
| 6M | -20.5% | -25.2% | +4.6% | -14.0% |
| YTD | -18.4% | -20.3% | +1.8% | -14.2% |
| 1Y | -18.1% | -32.9% | +14.9% | -8.4% |
| 3Y | -10.6% | +2.0% | -12.6% | -19.9% |
| 5Y | -16.1% | +24.4% | -40.5% | -33.3% |
| All | +71.4% | +127.5% | -56.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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