+1,466.7%
LYV vs OVV
-17.0%
+1,483.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -5.3% | -3.8% | -1.5% | -4.3% |
| 30D | -7.9% | +1.3% | -9.2% | -8.3% |
| 3M | +4.5% | +14.3% | -9.8% | +0.1% |
| 6M | +2.5% | +21.1% | -18.6% | -4.3% |
| YTD | +19.3% | +66.0% | -46.7% | +1.5% |
| 1Y | -0.2% | +59.3% | -59.5% | -14.5% |
| 3Y | +110.0% | +47.6% | +62.5% | +77.4% |
| 5Y | +96.8% | +162.0% | -65.2% | +29.5% |
| 10Y | +559.9% | +56.5% | +503.4% | +244.7% |
| All | +1,466.7% | -17.0% | +1,483.7% | +894.4% |
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