+2,482.2%
LHX vs OVV
+158.7%
+2,323.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.3% |
| 7D | +6.5% | +1.2% | +5.3% | +6.3% |
| 30D | +16.1% | -2.5% | +18.6% | +16.5% |
| 3M | -2.8% | +0.5% | -3.3% | -3.1% |
| 6M | -7.7% | +8.5% | -16.2% | -9.5% |
| YTD | -4.6% | +64.5% | -69.1% | -13.2% |
| 1Y | -6.8% | +64.7% | -71.5% | -15.4% |
| 3Y | +60.8% | +54.1% | +6.7% | +44.2% |
| 5Y | +39.5% | +95.4% | -55.9% | +15.3% |
| 10Y | +222.4% | +54.9% | +167.5% | +119.3% |
| All | +2,482.2% | +158.7% | +2,323.5% | +1,282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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