-0.2%
OTIS vs LTH
+186.8%
-187.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.9% | +0.3% | -3.1% | -2.9% |
| 30D | +16.1% | +17.7% | -1.6% | +13.1% |
| 3M | +6.7% | +8.5% | -1.7% | +5.2% |
| 6M | +6.0% | +46.9% | -40.9% | -0.6% |
| YTD | -9.8% | +78.8% | -88.6% | -18.5% |
| 1Y | -12.3% | +84.9% | -97.2% | -21.3% |
| 3Y | -0.2% | +246.4% | -246.6% | -21.6% |
| 5Y | +1.0% | +129.6% | -128.6% | -22.8% |
| All | -0.2% | +186.8% | -187.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling