+1,612.0%
LLY vs OVV
+63.7%
+1,548.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.8% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -1.6% | +11.7% | -13.3% | -2.2% |
| 3M | +2.3% | +9.8% | -7.5% | +1.6% |
| 6M | +14.9% | +26.6% | -11.7% | +13.0% |
| YTD | +7.5% | +67.0% | -59.6% | +3.9% |
| 1Y | +55.7% | +55.9% | -0.2% | +51.0% |
| 3Y | +110.6% | +45.5% | +65.1% | +103.4% |
| 5Y | +363.4% | +157.3% | +206.1% | +325.2% |
| All | +1,612.0% | +63.7% | +1,548.3% | +1,320.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling