+522.6%
LITE vs ONON
+5.5%
+517.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.1% | +5.8% |
| 7D | -35.9% | +10.6% | -46.5% | -37.8% |
| 30D | -51.5% | +12.5% | -64.0% | -53.3% |
| 3M | -35.7% | +0.1% | -35.8% | -36.8% |
| 6M | -43.0% | +3.6% | -46.6% | -45.3% |
| YTD | +46.1% | -19.6% | +65.7% | +50.1% |
| 1Y | +124.7% | +5.2% | +119.5% | +111.2% |
| 3Y | +1,172.1% | +33.1% | +1,138.9% | +1,045.7% |
| 5Y | +477.0% | -4.7% | +481.7% | +391.7% |
| All | +522.6% | +5.5% | +517.1% | +430.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 all: compounded portfolio wealth divided by compounded ONON 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…
all analysis · Full analysis span regression · 6 months rolling