+2.7%
OTIS vs LII
+20.4%
-17.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | +4.2% | -0.6% | +4.9% | +4.5% |
| 30D | +20.1% | -4.6% | +24.7% | +21.7% |
| 3M | +7.6% | -21.2% | +28.8% | +16.0% |
| 6M | +4.2% | -36.4% | +40.6% | +18.8% |
| YTD | -8.1% | -28.9% | +20.8% | -0.2% |
| 1Y | -11.5% | -29.5% | +18.0% | -3.8% |
| 3Y | +3.8% | -8.6% | +12.4% | -5.1% |
| All | +2.7% | +20.4% | -17.7% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling