-0.7%
OTIS vs LTH
+174.8%
-175.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.2% |
| 7D | -3.0% | -4.6% | +1.7% | -2.2% |
| 30D | +14.0% | +14.8% | -0.8% | +11.4% |
| 3M | +4.9% | +3.9% | +1.0% | +4.1% |
| 6M | +5.4% | +35.5% | -30.1% | +0.1% |
| YTD | -10.2% | +71.3% | -81.5% | -18.3% |
| 1Y | -13.4% | +75.7% | -89.1% | -21.6% |
| 3Y | -0.7% | +231.9% | -232.6% | -21.5% |
| 5Y | -2.1% | +130.5% | -132.6% | -24.6% |
| All | -0.7% | +174.8% | -175.5% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling