-0.4%
OTIS vs LSCC
+111.2%
-111.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | -3.0% | +21.2% | -24.2% | -3.8% |
| 30D | +14.0% | -1.9% | +15.9% | +14.0% |
| 3M | +4.9% | -8.1% | +13.0% | +5.2% |
| 6M | +5.4% | -5.2% | +10.6% | +4.7% |
| YTD | -10.2% | +61.5% | -71.7% | -15.5% |
| 1Y | -13.4% | +81.3% | -94.7% | -19.5% |
| All | -0.4% | +111.2% | -111.6% | -12.0% |
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 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