+83.5%
OVV vs LH
+62.5%
+21.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -16.7% | +1.4% | -18.1% | -17.1% |
| 30D | -1.5% | +17.5% | -19.0% | -6.8% |
| 3M | +1.6% | +16.1% | -14.5% | -3.6% |
| 6M | +2.0% | +43.4% | -41.3% | -10.6% |
| YTD | +56.8% | +47.2% | +9.6% | +35.1% |
| 1Y | +64.8% | +50.1% | +14.7% | +40.8% |
| 3Y | +38.3% | +81.2% | -42.9% | +6.8% |
| All | +83.5% | +62.5% | +21.0% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling