+466.3%
LLY vs OVV
+92.4%
+373.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.3% |
| 7D | +1.6% | -7.3% | +8.9% | +2.0% |
| 30D | +21.5% | -3.6% | +25.0% | +21.6% |
| 3M | +16.4% | -2.6% | +19.1% | +16.5% |
| 6M | +51.5% | +7.6% | +43.9% | +50.7% |
| YTD | +33.9% | +59.6% | -25.7% | +29.8% |
| 1Y | +49.1% | +62.2% | -13.1% | +44.3% |
| 3Y | +144.6% | +49.6% | +95.0% | +135.6% |
| 5Y | +466.3% | +98.9% | +367.4% | +446.5% |
| All | +466.3% | +92.4% | +373.9% | +446.5% |
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