+154.9%
OVV vs LNT
+1,182.4%
-1,027.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -10.7% | +0.6% | -11.3% | -11.1% |
| 30D | -5.3% | +12.4% | -17.7% | -10.8% |
| 3M | +2.4% | +6.7% | -4.3% | -1.3% |
| 6M | +5.7% | +3.9% | +1.7% | +2.7% |
| YTD | +56.8% | +16.5% | +40.2% | +43.6% |
| 1Y | +59.3% | +12.5% | +46.8% | +48.4% |
| 3Y | +49.0% | +66.9% | -17.9% | +11.4% |
| 5Y | +88.1% | +56.1% | +32.0% | +42.0% |
| 10Y | +42.5% | +173.2% | -130.7% | -19.2% |
| All | +154.9% | +1,182.4% | -1,027.5% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling