+546.2%
LITE vs ONTO
+112.9%
+433.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +12.0% | -1.3% | +3.2% |
| 7D | -12.9% | +1.4% | -14.3% | -13.3% |
| 30D | -46.0% | -34.1% | -11.8% | -29.3% |
| 3M | -33.0% | -37.1% | +4.0% | -9.7% |
| 6M | -34.0% | -31.8% | -2.2% | -15.3% |
| YTD | +61.7% | +22.9% | +38.8% | +52.3% |
| 1Y | +148.3% | +39.5% | +108.8% | +120.0% |
| 3Y | +1,408.5% | +57.7% | +1,350.8% | +1,096.5% |
| 5Y | +546.2% | +115.8% | +430.4% | +313.2% |
| All | +546.2% | +112.9% | +433.3% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling