+171.6%
OVV vs LH
+742.1%
-570.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.2% |
| 7D | +0.3% | -2.5% | +2.7% | +1.2% |
| 30D | +11.7% | +4.3% | +7.4% | +9.9% |
| 3M | +9.8% | +25.5% | -15.7% | +0.3% |
| 6M | +26.6% | +17.0% | +9.6% | +18.2% |
| YTD | +67.0% | +31.3% | +35.8% | +49.0% |
| 1Y | +55.9% | +20.0% | +36.0% | +43.5% |
| 3Y | +45.5% | +63.9% | -18.4% | +17.4% |
| 5Y | +157.3% | +30.9% | +126.5% | +123.1% |
| 10Y | +65.0% | +191.4% | -126.4% | +2.7% |
| All | +171.6% | +742.1% | -570.5% | +17.5% |
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