+50.8%
OVV vs LH
+186.0%
-135.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | +8.0% | +2.0% | +6.0% | +7.0% |
| 3M | +11.3% | +24.3% | -13.0% | +0.7% |
| 6M | +24.0% | +21.1% | +2.9% | +12.9% |
| YTD | +65.3% | +30.4% | +34.9% | +45.2% |
| 1Y | +60.2% | +18.4% | +41.8% | +46.4% |
| 3Y | +46.9% | +65.5% | -18.5% | +13.0% |
| 5Y | +158.7% | +29.9% | +128.9% | +118.6% |
| 10Y | +50.8% | +186.6% | -135.8% | -15.8% |
| All | +50.8% | +186.0% | -135.2% | -15.8% |
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