+155.0%
OVV vs LH
+844.3%
-689.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -16.7% | +1.4% | -18.1% | -17.2% |
| 30D | -1.5% | +17.5% | -19.0% | -7.6% |
| 3M | +1.6% | +16.1% | -14.5% | -4.4% |
| 6M | +2.0% | +43.4% | -41.3% | -11.8% |
| YTD | +56.8% | +47.2% | +9.6% | +33.5% |
| 1Y | +64.8% | +50.1% | +14.7% | +39.2% |
| 3Y | +38.3% | +81.2% | -42.9% | +7.1% |
| 5Y | +84.9% | +63.7% | +21.2% | +46.8% |
| 10Y | +54.5% | +269.2% | -214.6% | -11.8% |
| All | +155.0% | +844.3% | -689.3% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling