-12.6%
OTIS vs LTH
+150.3%
-162.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -5.0% | -3.7% | -1.3% | -4.4% |
| 30D | -6.5% | -5.3% | -1.2% | -5.7% |
| 3M | -2.0% | +24.2% | -26.1% | -5.4% |
| 6M | -20.2% | +54.8% | -75.0% | -26.0% |
| YTD | -21.0% | +56.1% | -77.0% | -26.9% |
| 1Y | -20.9% | +45.5% | -66.4% | -26.1% |
| 3Y | -13.3% | +155.9% | -169.2% | -28.6% |
| All | -12.6% | +150.3% | -162.9% | -32.3% |
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