+48.2%
OVV vs LTH
+152.2%
-104.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +11.7% | -4.6% | +16.3% | +12.2% |
| 3M | +9.8% | +32.8% | -23.0% | +6.1% |
| 6M | +26.6% | +64.6% | -38.1% | +17.9% |
| YTD | +67.0% | +62.6% | +4.4% | +55.6% |
| 1Y | +55.9% | +49.9% | +6.0% | +47.0% |
| All | +48.2% | +152.2% | -104.0% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling