+791.7%
LITE vs ONTO
+341.5%
+450.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -15.6% | -3.1% | -9.5% |
| 7D | -44.6% | -29.7% | -14.9% | -31.0% |
| 30D | -55.0% | -50.3% | -4.8% | -31.2% |
| 3M | -38.3% | -43.5% | +5.2% | -12.4% |
| 6M | -48.8% | -48.9% | +0.1% | -22.9% |
| YTD | +38.3% | -1.2% | +39.5% | +48.1% |
| 1Y | +119.0% | +14.9% | +104.1% | +118.0% |
| 3Y | +1,092.0% | +31.2% | +1,060.8% | +944.1% |
| 5Y | +446.1% | +68.1% | +378.0% | +293.3% |
| All | +791.7% | +341.5% | +450.2% | +231.2% |
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 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