+2,080.1%
LLY vs OVV
+58.9%
+2,021.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +6.7% | +8.0% | -1.3% | +6.3% |
| 30D | +19.6% | -2.0% | +21.6% | +19.7% |
| 3M | +19.7% | +5.4% | +14.3% | +19.2% |
| 6M | +42.7% | +14.3% | +28.5% | +41.4% |
| YTD | +35.1% | +69.4% | -34.3% | +30.5% |
| 1Y | +42.2% | +72.4% | -30.2% | +37.0% |
| 3Y | +140.8% | +58.4% | +82.4% | +131.4% |
| 5Y | +480.6% | +106.1% | +374.5% | +440.9% |
| All | +2,080.1% | +58.9% | +2,021.2% | +1,716.3% |
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