+0.6%
OTIS vs LII
-8.2%
+8.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.3% | +2.9% | -4.2% | -2.0% |
| 30D | +12.8% | +0.9% | +11.9% | +12.3% |
| 3M | +7.4% | -15.5% | +22.9% | +11.6% |
| 6M | +7.7% | -30.2% | +37.9% | +15.8% |
| YTD | -9.3% | -26.8% | +17.6% | -4.3% |
| 1Y | -12.1% | -25.3% | +13.2% | -7.9% |
| 3Y | +0.6% | -7.8% | +8.4% | -7.8% |
| All | +0.6% | -8.2% | +8.8% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling