+74.2%
OTIS vs LII
+130.6%
-56.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.8% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -2.0% | -12.6% | +10.6% | +2.6% |
| 3M | +2.6% | -24.4% | +27.0% | +11.4% |
| 6M | -20.9% | -28.7% | +7.8% | -12.8% |
| YTD | -17.1% | -19.1% | +2.0% | -13.2% |
| 1Y | -15.9% | -29.7% | +13.8% | -7.6% |
| 3Y | -12.7% | +4.8% | -17.5% | -22.7% |
| 5Y | -15.7% | +24.6% | -40.3% | -33.0% |
| All | +74.2% | +130.6% | -56.4% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling