-10.5%
LVS vs OVV
+46.2%
-56.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | +5.2% | -10.7% | +15.9% | +7.1% |
| 30D | +12.0% | -5.3% | +17.3% | +12.5% |
| 3M | -11.5% | +2.4% | -13.9% | -12.7% |
| 6M | -23.2% | +5.7% | -28.9% | -25.1% |
| YTD | -36.7% | +56.8% | -93.4% | -44.8% |
| 1Y | -36.8% | +59.3% | -96.1% | -45.3% |
| 3Y | -10.5% | +49.0% | -59.5% | -24.3% |
| All | -10.5% | +46.2% | -56.8% | -24.3% |
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 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