+82.8%
OVV vs LTH
+183.0%
-100.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -10.7% | +7.0% | -17.7% | -11.7% |
| 30D | -5.3% | +15.4% | -20.7% | -7.5% |
| 3M | +2.4% | +7.0% | -4.6% | +1.1% |
| 6M | +5.7% | +46.9% | -41.2% | -1.2% |
| YTD | +56.8% | +76.4% | -19.7% | +40.7% |
| 1Y | +59.3% | +83.7% | -24.5% | +41.7% |
| 3Y | +49.0% | +248.9% | -199.9% | +15.8% |
| 5Y | +88.1% | +141.8% | -53.7% | +43.7% |
| All | +82.8% | +183.0% | -100.2% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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