+62.3%
OVV vs LDOS
+278.0%
-215.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.0% |
| 7D | +0.3% | -5.4% | +5.7% | +3.2% |
| 30D | +11.7% | +4.9% | +6.8% | +8.6% |
| 3M | +9.8% | +7.2% | +2.6% | +4.3% |
| 6M | +26.6% | -24.2% | +50.8% | +45.2% |
| YTD | +67.0% | -25.8% | +92.8% | +90.6% |
| 1Y | +55.9% | -24.7% | +80.6% | +75.6% |
| 3Y | +45.5% | +39.3% | +6.2% | +1.4% |
| 5Y | +157.3% | +43.3% | +114.0% | +73.9% |
| All | +62.3% | +278.0% | -215.7% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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