+3.8%
OTIS vs LSCC
+81.4%
-77.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.0% |
| 7D | +4.2% | +13.0% | -8.7% | +3.6% |
| 30D | +20.1% | -19.8% | +39.9% | +21.4% |
| 3M | +7.6% | -18.4% | +26.0% | +8.5% |
| 6M | +4.2% | -16.1% | +20.3% | +4.1% |
| YTD | -8.1% | +42.7% | -50.8% | -13.0% |
| 1Y | -11.5% | +68.0% | -79.5% | -17.7% |
| 3Y | +3.8% | +85.8% | -82.0% | -8.1% |
| All | +3.8% | +81.4% | -77.6% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling