+483.3%
LLY vs ONON
-10.9%
+494.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +6.7% | -10.0% | +16.7% | +7.5% |
| 30D | +19.6% | -5.3% | +24.8% | +19.9% |
| 3M | +19.7% | +6.5% | +13.3% | +19.0% |
| 6M | +42.7% | -5.0% | +47.7% | +42.6% |
| YTD | +35.1% | -27.6% | +62.8% | +37.1% |
| 1Y | +42.2% | -20.7% | +62.9% | +43.3% |
| 3Y | +140.8% | +26.6% | +114.2% | +135.5% |
| All | +483.3% | -10.9% | +494.2% | +463.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling