+42.5%
OVV vs LH
+259.5%
-216.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.6% |
| 7D | -10.7% | +4.6% | -15.3% | -12.5% |
| 30D | -5.3% | +19.1% | -24.4% | -12.5% |
| 3M | +2.4% | +16.7% | -14.4% | -4.7% |
| 6M | +5.7% | +47.0% | -41.4% | -11.7% |
| YTD | +56.8% | +49.3% | +7.4% | +29.1% |
| 1Y | +59.3% | +48.6% | +10.7% | +31.4% |
| 3Y | +49.0% | +87.8% | -38.9% | +7.8% |
| 5Y | +88.1% | +65.0% | +23.1% | +41.7% |
| 10Y | +42.5% | +275.0% | -232.4% | -26.7% |
| All | +42.5% | +259.5% | -216.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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