+155.0%
OVV vs LEN
+418.5%
-263.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | -16.7% | +2.1% | -18.7% | -17.4% |
| 30D | -1.5% | +16.6% | -18.1% | -5.9% |
| 3M | +1.6% | +5.3% | -3.7% | -0.9% |
| 6M | +2.0% | -0.8% | +2.8% | +0.1% |
| YTD | +56.8% | -11.7% | +68.6% | +57.1% |
| 1Y | +64.8% | -24.6% | +89.4% | +71.9% |
| 3Y | +38.3% | -18.7% | +56.9% | +37.8% |
| 5Y | +84.9% | -4.4% | +89.3% | +72.0% |
| 10Y | +54.5% | +152.2% | -97.7% | +13.5% |
| All | +155.0% | +418.5% | -263.4% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling