+402.8%
LLY vs ONON
-24.2%
+426.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.2% | -5.3% | +2.2% | -2.8% |
| 30D | -7.4% | -13.1% | +5.7% | -6.6% |
| 3M | -1.0% | -29.3% | +28.3% | +1.1% |
| 6M | +12.5% | -34.5% | +47.0% | +15.2% |
| YTD | +5.0% | -42.2% | +47.2% | +8.3% |
| 1Y | +49.8% | -37.3% | +87.1% | +53.2% |
| 3Y | +95.5% | -9.3% | +104.7% | +95.3% |
| All | +402.8% | -24.2% | +426.9% | +395.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling