+15.8%
LUV vs OVV
+57.3%
-41.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.1% | -2.9% | +2.8% | +0.4% |
| 30D | -14.6% | +0.9% | -15.5% | -14.8% |
| 3M | -5.7% | +11.0% | -16.7% | -8.0% |
| 6M | -8.4% | +22.3% | -30.7% | -13.1% |
| YTD | -5.1% | +65.1% | -70.2% | -15.2% |
| 1Y | +26.6% | +53.1% | -26.5% | +14.3% |
| 3Y | +39.7% | +46.7% | -7.0% | +24.6% |
| 5Y | -12.0% | +155.5% | -167.5% | -32.2% |
| All | +15.8% | +57.3% | -41.5% | -31.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling