+50.8%
OVV vs LNT
+142.3%
-91.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.3% |
| 7D | -3.7% | +1.0% | -4.7% | -4.1% |
| 30D | +8.0% | -1.1% | +9.1% | +8.3% |
| 3M | +11.3% | -3.6% | +14.9% | +12.4% |
| 6M | +24.0% | -2.7% | +26.7% | +24.5% |
| YTD | +65.3% | +8.0% | +57.3% | +59.6% |
| 1Y | +60.2% | +10.5% | +49.7% | +53.1% |
| 3Y | +46.9% | +49.6% | -2.6% | +23.5% |
| 5Y | +158.7% | +32.2% | +126.5% | +125.6% |
| 10Y | +50.8% | +141.8% | -90.9% | +37.0% |
| All | +50.8% | +142.3% | -91.4% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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