+82.8%
OVV vs LTH
+184.4%
-101.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -16.7% | +4.5% | -21.1% | -17.3% |
| 30D | -1.5% | +16.3% | -17.8% | -3.9% |
| 3M | +1.6% | +8.4% | -6.8% | +0.1% |
| 6M | +2.0% | +40.3% | -38.2% | -3.9% |
| YTD | +56.8% | +77.3% | -20.5% | +40.6% |
| 1Y | +64.8% | +88.0% | -23.1% | +46.1% |
| 3Y | +38.3% | +274.3% | -236.0% | +6.0% |
| 5Y | +84.9% | +142.9% | -58.0% | +41.1% |
| All | +82.8% | +184.4% | -101.6% | +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