+45.1%
OVV vs LII
+166.2%
-121.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.0% |
| 7D | -7.3% | +0.4% | -7.7% | -7.5% |
| 30D | -3.6% | -2.4% | -1.2% | -3.4% |
| 3M | -2.6% | -17.5% | +14.9% | +2.6% |
| 6M | +7.6% | -32.8% | +40.4% | +18.1% |
| YTD | +59.6% | -27.7% | +87.3% | +67.6% |
| 1Y | +62.2% | -28.1% | +90.3% | +70.4% |
| 3Y | +49.6% | -9.7% | +59.3% | +37.2% |
| 5Y | +98.9% | +19.5% | +79.4% | +55.9% |
| 10Y | +45.1% | +170.6% | -125.5% | -2.5% |
| All | +45.1% | +166.2% | -121.1% | -2.5% |
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