+187.0%
LMT vs OVV
+55.1%
+131.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -1.3% | -3.8% | +2.5% | -1.0% |
| 30D | -12.5% | +1.3% | -13.8% | -12.6% |
| 3M | -0.5% | +14.3% | -14.8% | -1.9% |
| 6M | -20.0% | +21.1% | -41.1% | -21.8% |
| YTD | +10.4% | +66.0% | -55.6% | +4.6% |
| 1Y | +17.7% | +59.3% | -41.6% | +11.8% |
| 3Y | +34.3% | +47.6% | -13.3% | +26.6% |
| 5Y | +71.8% | +162.0% | -90.1% | +49.6% |
| 10Y | +187.0% | +56.5% | +130.5% | +117.8% |
| All | +187.0% | +55.1% | +131.8% | +117.8% |
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