+901.5%
LITE vs OVV
+160.2%
+741.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.5% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +6.7% | +11.7% | -5.1% | +3.0% |
| 3M | -6.8% | +9.8% | -16.6% | -9.7% |
| 6M | +29.4% | +26.6% | +2.9% | +20.1% |
| YTD | +139.1% | +67.0% | +72.1% | +104.8% |
| 1Y | +521.0% | +55.9% | +465.1% | +440.4% |
| 3Y | +1,535.3% | +45.5% | +1,489.8% | +1,314.6% |
| All | +901.5% | +160.2% | +741.4% | +719.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling