-35.8%
OVV vs LPLA
+1,060.6%
-1,096.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.4% |
| 7D | -16.7% | +4.1% | -20.8% | -19.0% |
| 30D | -1.5% | -9.0% | +7.5% | +1.9% |
| 3M | +1.6% | -17.6% | +19.2% | +10.5% |
| 6M | +2.0% | -8.8% | +10.9% | +3.4% |
| YTD | +56.8% | -17.0% | +73.8% | +64.0% |
| 1Y | +64.8% | -20.4% | +85.3% | +76.2% |
| 3Y | +38.3% | +35.4% | +2.8% | +2.4% |
| 5Y | +84.9% | +79.7% | +5.1% | +8.7% |
| 10Y | +54.5% | +915.0% | -860.4% | -54.8% |
| All | -35.8% | +1,060.6% | -1,096.4% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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