-30.3%
LULU vs OVV
+75.2%
-105.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.6% | +10.4% | +3.6% |
| 7D | +6.5% | -12.1% | +18.6% | +4.0% |
| 30D | +20.3% | +2.9% | +17.4% | +20.8% |
| 3M | -8.9% | +3.7% | -12.6% | -7.9% |
| 6M | -13.1% | +0.6% | -13.7% | -12.1% |
| YTD | -46.1% | +62.5% | -108.5% | -43.7% |
| 1Y | -30.3% | +72.0% | -102.3% | -26.5% |
| All | -30.3% | +75.2% | -105.4% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling