+15.2%
LQD vs OVV
+47.2%
-32.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.2% | -3.7% | +4.0% | +0.2% |
| 30D | -0.6% | +8.0% | -8.6% | -0.6% |
| 3M | -1.2% | +11.3% | -12.5% | -1.2% |
| 6M | -1.9% | +24.0% | -25.9% | -2.1% |
| YTD | -1.3% | +65.3% | -66.6% | -1.8% |
| 1Y | -1.0% | +60.2% | -61.2% | -1.5% |
| 3Y | +15.2% | +46.9% | -31.7% | +13.4% |
| All | +15.2% | +47.2% | -32.0% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling