+42.5%
OVV vs LNT
+166.8%
-124.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -10.7% | +0.6% | -11.3% | -11.0% |
| 30D | -5.3% | +12.4% | -17.7% | -9.2% |
| 3M | +2.4% | +6.7% | -4.3% | -0.2% |
| 6M | +5.7% | +3.9% | +1.7% | +3.6% |
| YTD | +56.8% | +16.5% | +40.2% | +47.1% |
| 1Y | +59.3% | +12.5% | +46.8% | +51.3% |
| 3Y | +49.0% | +66.9% | -17.9% | +19.8% |
| 5Y | +88.1% | +56.1% | +32.0% | +52.9% |
| 10Y | +42.5% | +173.2% | -130.7% | +34.6% |
| All | +42.5% | +166.8% | -124.3% | +34.6% |
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