+414.6%
LLY vs ONON
-20.9%
+435.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.1% | -3.0% | +0.8% | -2.0% |
| 30D | -1.6% | -26.7% | +25.1% | +0.3% |
| 3M | +2.3% | -25.3% | +27.6% | +4.1% |
| 6M | +14.9% | -35.3% | +50.1% | +17.7% |
| YTD | +7.5% | -39.8% | +47.2% | +10.5% |
| 1Y | +55.7% | -39.2% | +94.9% | +59.6% |
| 3Y | +110.6% | -4.2% | +114.8% | +109.7% |
| All | +414.6% | -20.9% | +435.5% | +405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling