+42.5%
OVV vs LEN
+166.0%
-123.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.1% |
| 7D | -10.7% | +0.6% | -11.4% | -11.2% |
| 30D | -5.3% | +19.4% | -24.7% | -11.4% |
| 3M | +2.4% | +4.5% | -2.1% | -0.5% |
| 6M | +5.7% | +4.9% | +0.7% | +1.1% |
| YTD | +56.8% | -8.9% | +65.7% | +55.7% |
| 1Y | +59.3% | -23.0% | +82.2% | +67.9% |
| 3Y | +49.0% | -16.7% | +65.7% | +45.2% |
| 5Y | +88.1% | -4.5% | +92.6% | +65.6% |
| 10Y | +42.5% | +162.2% | -119.6% | +2.8% |
| All | +42.5% | +166.0% | -123.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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