+56.0%
OVV vs LII
+169.1%
-113.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.4% |
| 7D | +8.0% | +2.9% | +5.1% | +7.1% |
| 30D | -2.0% | +0.9% | -2.9% | -2.9% |
| 3M | +5.4% | -15.5% | +21.0% | +10.3% |
| 6M | +14.3% | -30.2% | +44.5% | +23.8% |
| YTD | +69.4% | -26.8% | +96.3% | +77.3% |
| 1Y | +72.4% | -25.3% | +97.6% | +78.5% |
| 3Y | +58.4% | -7.8% | +66.1% | +44.1% |
| 5Y | +106.1% | +17.0% | +89.1% | +63.9% |
| All | +56.0% | +169.1% | -113.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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