+438.9%
LLY vs OVV
+88.6%
+350.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.6% |
| 7D | -0.7% | -14.9% | +14.2% | +0.1% |
| 30D | +17.9% | -0.9% | +18.8% | +17.9% |
| 3M | +16.8% | +5.6% | +11.3% | +16.4% |
| 6M | +38.4% | -2.5% | +40.9% | +38.4% |
| YTD | +27.6% | +57.8% | -30.2% | +23.8% |
| 1Y | +48.3% | +70.1% | -21.7% | +43.2% |
| 3Y | +145.4% | +35.1% | +110.2% | +137.3% |
| 5Y | +438.9% | +86.1% | +352.8% | +421.7% |
| All | +438.9% | +88.6% | +350.3% | +421.7% |
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