+74.2%
OTIS vs LSCC
+693.3%
-619.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -2.0% | -9.7% | +7.7% | -0.8% |
| 3M | +2.6% | -23.7% | +26.3% | +5.4% |
| 6M | -20.9% | +26.5% | -47.4% | -25.3% |
| YTD | -17.1% | +57.5% | -74.6% | -24.8% |
| 1Y | -15.9% | +75.7% | -91.6% | -25.5% |
| 3Y | -12.7% | +19.5% | -32.2% | -20.5% |
| 5Y | -15.7% | +83.8% | -99.5% | -33.5% |
| All | +74.2% | +693.3% | -619.1% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling