+1.4%
LVS vs OVV
+54.2%
-52.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.3% | -3.7% | +4.0% | +1.1% |
| 30D | -3.9% | +8.0% | -11.9% | -5.5% |
| 3M | -12.9% | +11.3% | -24.1% | -15.1% |
| 6M | -16.9% | +24.0% | -40.9% | -21.4% |
| YTD | -31.2% | +65.3% | -96.6% | -38.9% |
| 1Y | -16.4% | +60.2% | -76.6% | -25.6% |
| 3Y | -4.4% | +46.9% | -51.4% | -15.2% |
| 5Y | +6.7% | +158.7% | -152.1% | -18.4% |
| 10Y | +1.4% | +50.8% | -49.4% | -37.3% |
| All | +1.4% | +54.2% | -52.7% | -37.3% |
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 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