-13.0%
OTIS vs LSCC
+83.2%
-96.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -0.3% |
| 7D | -2.9% | +14.5% | -17.3% | -2.2% |
| 30D | +16.1% | -0.1% | +16.2% | +16.7% |
| 3M | +6.7% | -2.7% | +9.4% | +7.4% |
| 6M | +6.0% | -4.8% | +10.8% | +6.2% |
| YTD | -9.8% | +66.9% | -76.6% | -11.5% |
| All | -13.0% | +83.2% | -96.1% | -15.0% |
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