+62.3%
OVV vs LII
+168.6%
-106.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +11.7% | -12.6% | +24.3% | +16.3% |
| 3M | +9.8% | -24.4% | +34.2% | +17.3% |
| 6M | +26.6% | -28.7% | +55.3% | +36.5% |
| YTD | +67.0% | -19.1% | +86.2% | +70.6% |
| 1Y | +55.9% | -29.7% | +85.6% | +67.2% |
| 3Y | +45.5% | +4.8% | +40.7% | +27.0% |
| 5Y | +157.3% | +24.6% | +132.8% | +103.2% |
| All | +62.3% | +168.6% | -106.2% | -1.0% |
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