+92.7%
LLY vs ONON
-10.5%
+103.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -3.1% | -3.5% | +0.4% | -2.8% |
| 30D | -8.6% | -30.8% | +22.2% | -5.6% |
| 3M | -1.6% | -29.8% | +28.2% | +1.3% |
| 6M | +11.8% | -34.8% | +46.7% | +15.6% |
| YTD | +5.1% | -42.3% | +47.4% | +9.7% |
| 1Y | +50.7% | -39.5% | +90.3% | +56.0% |
| All | +92.7% | -10.5% | +103.2% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling