+71.4%
OTIS vs LNT
+72.1%
-0.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.0% |
| 7D | -0.8% | +1.0% | -1.8% | -1.2% |
| 30D | -4.7% | -1.1% | -3.6% | -4.3% |
| 3M | +1.2% | -3.6% | +4.8% | +2.7% |
| 6M | -20.5% | -2.7% | -17.9% | -19.7% |
| YTD | -18.4% | +8.0% | -26.5% | -21.0% |
| 1Y | -18.1% | +10.5% | -28.5% | -21.4% |
| 3Y | -10.6% | +49.6% | -60.1% | -24.1% |
| 5Y | -16.1% | +32.2% | -48.3% | -26.0% |
| All | +71.4% | +72.1% | -0.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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