+74.4%
LMT vs OVV
+153.1%
-78.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -1.5% | -3.7% | +2.2% | -1.1% |
| 30D | -8.2% | +8.0% | -16.2% | -9.0% |
| 3M | +3.7% | +11.3% | -7.5% | +2.4% |
| 6M | -19.2% | +24.0% | -43.2% | -21.3% |
| YTD | +12.9% | +65.3% | -52.5% | +6.4% |
| 1Y | +19.8% | +60.2% | -40.4% | +13.1% |
| 3Y | +37.3% | +46.9% | -9.7% | +28.6% |
| 5Y | +74.4% | +158.7% | -84.3% | +46.3% |
| All | +74.4% | +153.1% | -78.7% | +46.3% |
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 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