+1,441.7%
LITE vs ONTO
+658.6%
+783.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.2% | +0.5% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | +6.7% | -2.9% | +9.6% | +8.4% |
| 3M | -6.8% | -2.5% | -4.3% | -5.1% |
| 6M | +29.4% | +28.2% | +1.2% | +15.6% |
| YTD | +139.1% | +69.8% | +69.3% | +83.2% |
| 1Y | +521.0% | +162.9% | +358.1% | +283.1% |
| 3Y | +1,535.3% | +95.9% | +1,439.3% | +987.5% |
| 5Y | +889.8% | +244.5% | +645.4% | +365.1% |
| All | +1,441.7% | +658.6% | +783.1% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling