+52.3%
LVS vs OVV
+46.7%
+5.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -3.2% | +11.7% | -15.0% | -6.7% |
| 3M | -12.0% | +9.8% | -21.8% | -15.2% |
| 6M | -19.9% | +26.6% | -46.5% | -26.8% |
| YTD | -30.6% | +67.0% | -97.7% | -42.2% |
| 1Y | -17.7% | +55.9% | -73.7% | -30.5% |
| 3Y | -14.2% | +45.5% | -59.7% | -28.5% |
| 5Y | +9.6% | +157.3% | -147.7% | -29.5% |
| 10Y | +5.7% | +65.0% | -59.3% | -48.9% |
| All | +52.3% | +46.7% | +5.6% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling