+97.5%
OVV vs LTH
+180.7%
-83.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +8.0% | -1.3% | +9.3% | +8.2% |
| 30D | -2.0% | +15.7% | -17.7% | -4.3% |
| 3M | +5.4% | +5.0% | +0.4% | +4.4% |
| 6M | +14.3% | +37.7% | -23.4% | +8.0% |
| YTD | +69.4% | +75.0% | -5.6% | +52.2% |
| 1Y | +72.4% | +82.6% | -10.3% | +53.5% |
| 3Y | +58.4% | +241.3% | -182.9% | +23.6% |
| 5Y | +106.1% | +135.4% | -29.3% | +57.0% |
| All | +97.5% | +180.7% | -83.2% | +54.8% |
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