+4.3%
OTIS vs LSCC
+26.3%
-22.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.4% |
| 7D | +4.2% | +13.0% | -8.7% | +2.7% |
| 30D | +20.1% | -19.8% | +39.9% | +22.6% |
| 3M | +7.6% | -18.4% | +26.0% | +9.3% |
| 6M | +4.2% | -16.1% | +20.3% | +4.2% |
| YTD | -8.1% | +42.7% | -50.8% | -15.8% |
| 1Y | -11.5% | +68.0% | -79.5% | -21.1% |
| 3Y | +3.8% | +85.8% | -82.0% | -13.8% |
| All | +4.3% | +26.3% | -22.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling