+86.1%
OVV vs LTH
+186.2%
-100.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -7.3% | +6.4% | -13.7% | -8.2% |
| 30D | -3.6% | +16.7% | -20.3% | -5.9% |
| 3M | -2.6% | +11.7% | -14.3% | -4.4% |
| 6M | +7.6% | +48.5% | -40.9% | +0.4% |
| YTD | +59.6% | +78.4% | -18.8% | +43.0% |
| 1Y | +62.2% | +89.7% | -27.5% | +43.5% |
| 3Y | +49.6% | +245.6% | -196.0% | +16.6% |
| 5Y | +98.9% | +142.7% | -43.8% | +51.5% |
| All | +86.1% | +186.2% | -100.1% | +45.5% |
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