-10.9%
OTIS vs LSCC
+20.0%
-30.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | -2.0% | -9.7% | +7.7% | -1.4% |
| 3M | +2.6% | -23.7% | +26.3% | +4.1% |
| 6M | -20.9% | +26.5% | -47.4% | -23.4% |
| YTD | -17.1% | +57.5% | -74.6% | -21.6% |
| 1Y | -15.9% | +75.7% | -91.6% | -21.6% |
| All | -10.9% | +20.0% | -30.9% | -15.8% |
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