+48.5%
LLY vs ONON
-36.0%
+84.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -0.8% |
| 7D | -2.9% | -2.1% | -0.9% | -2.8% |
| 30D | -8.4% | -11.6% | +3.2% | -7.9% |
| 3M | -3.8% | -30.1% | +26.3% | -2.1% |
| 6M | +11.9% | -30.5% | +42.4% | +12.8% |
| YTD | +4.3% | -41.0% | +45.3% | +4.6% |
| 1Y | +48.5% | -36.7% | +85.2% | +43.9% |
| All | +48.5% | -36.0% | +84.4% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling