+2,043.2%
LLY vs OVV
+50.1%
+1,993.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | -4.5% | -16.7% | +12.2% | -3.5% |
| 30D | +13.9% | -1.5% | +15.4% | +13.9% |
| 3M | +13.8% | +1.6% | +12.2% | +13.6% |
| 6M | +37.6% | +2.0% | +35.6% | +37.2% |
| YTD | +26.6% | +56.8% | -30.2% | +22.7% |
| 1Y | +45.3% | +64.8% | -19.5% | +40.4% |
| 3Y | +132.2% | +38.3% | +94.0% | +124.8% |
| 5Y | +434.7% | +84.9% | +349.8% | +400.9% |
| All | +2,043.2% | +50.1% | +1,993.1% | +1,685.2% |
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 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