+54.7%
OVV vs LUMN
-55.8%
+110.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -1.7% | +2.5% | -4.2% | -2.1% |
| 30D | +0.8% | +10.3% | -9.6% | -1.0% |
| 3M | +13.3% | -18.3% | +31.5% | +16.3% |
| 6M | +16.9% | +4.4% | +12.6% | +13.6% |
| YTD | +64.3% | -10.7% | +74.9% | +61.0% |
| 1Y | +54.2% | +14.0% | +40.2% | +41.2% |
| 3Y | +51.3% | +406.6% | -355.2% | -25.7% |
| 5Y | +154.3% | -36.8% | +191.1% | +161.3% |
| All | +54.7% | -55.8% | +110.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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