+549.4%
LYV vs OVV
+56.5%
+492.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.9% | -1.7% | -0.3% | -1.6% |
| 30D | -8.2% | +0.8% | -9.0% | -8.4% |
| 3M | -1.3% | +13.3% | -14.5% | -4.4% |
| 6M | +2.6% | +16.9% | -14.3% | -2.1% |
| YTD | +19.4% | +64.3% | -44.9% | +5.0% |
| 1Y | -2.2% | +54.2% | -56.4% | -13.2% |
| 3Y | +106.0% | +51.3% | +54.7% | +78.9% |
| 5Y | +97.7% | +154.3% | -56.6% | +42.5% |
| All | +549.4% | +56.5% | +492.9% | +242.4% |
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 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