+49.1%
OVV vs LDOS
+256.7%
-207.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -14.9% | -3.7% | -11.2% | -13.3% |
| 30D | -0.9% | +16.4% | -17.3% | -8.9% |
| 3M | +5.6% | +7.4% | -1.8% | +0.7% |
| 6M | -2.5% | -0.3% | -2.2% | -4.2% |
| YTD | +57.8% | -24.0% | +81.8% | +76.7% |
| 1Y | +70.1% | -29.6% | +99.6% | +99.2% |
| 3Y | +35.1% | +35.1% | 0.0% | -3.8% |
| 5Y | +86.1% | +52.9% | +33.2% | +19.9% |
| All | +49.1% | +256.7% | -207.6% | -17.0% |
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