+490.8%
LITE vs OVV
+84.0%
+406.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.8% |
| 7D | -35.9% | -16.7% | -19.3% | -32.3% |
| 30D | -51.5% | -1.5% | -50.0% | -51.1% |
| 3M | -35.7% | +1.6% | -37.3% | -36.3% |
| 6M | -43.0% | +2.0% | -45.0% | -43.6% |
| YTD | +46.1% | +56.8% | -10.7% | +26.9% |
| 1Y | +124.7% | +64.8% | +59.9% | +92.1% |
| 3Y | +1,172.1% | +38.3% | +1,133.8% | +1,014.8% |
| All | +490.8% | +84.0% | +406.8% | +402.0% |
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