-8.3%
OTIS vs LTH
+160.9%
-169.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | -2.0% | -4.6% | +2.6% | -1.3% |
| 3M | +2.6% | +32.8% | -30.2% | -2.1% |
| 6M | -20.9% | +64.6% | -85.5% | -27.4% |
| YTD | -17.1% | +62.6% | -79.7% | -23.9% |
| 1Y | -15.9% | +49.9% | -65.9% | -21.9% |
| 3Y | -12.7% | +151.3% | -164.1% | -27.8% |
| All | -8.3% | +160.9% | -169.2% | -29.5% |
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 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