+54.9%
OVV vs LEN
+142.4%
-87.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +1.2% | -6.4% | +7.6% | +3.3% |
| 30D | -2.5% | +15.6% | -18.2% | -8.0% |
| 3M | +0.5% | -0.8% | +1.2% | -0.7% |
| 6M | +8.5% | +0.4% | +8.1% | +5.2% |
| YTD | +64.5% | -14.1% | +78.6% | +66.3% |
| 1Y | +64.7% | -29.6% | +94.3% | +78.9% |
| 3Y | +54.1% | -23.1% | +77.3% | +54.3% |
| 5Y | +95.4% | -8.9% | +104.3% | +74.2% |
| 10Y | +54.9% | +146.2% | -91.3% | +15.1% |
| All | +54.9% | +142.4% | -87.4% | +15.1% |
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