-10.1%
OTIS vs LSCC
+57.8%
-68.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.9% |
| 7D | +9.5% | +3.0% | +6.5% | +9.7% |
| 30D | +21.1% | -19.3% | +40.4% | +20.8% |
| 3M | +9.0% | -22.3% | +31.3% | +8.8% |
| 6M | +6.4% | -14.6% | +21.0% | +5.9% |
| YTD | -7.1% | +45.8% | -52.9% | -8.9% |
| 1Y | -10.1% | +69.6% | -79.8% | -11.7% |
| All | -10.1% | +57.8% | -68.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling