+546.3%
LLY vs ONON
-5.0%
+551.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +6.6% | -10.0% | +16.6% | +7.4% |
| 30D | +19.4% | -5.3% | +24.7% | +19.8% |
| 3M | +19.6% | +6.5% | +13.1% | +18.9% |
| 6M | +42.6% | -5.0% | +47.5% | +42.5% |
| YTD | +35.0% | -27.6% | +62.6% | +36.9% |
| 1Y | +42.0% | -20.7% | +62.7% | +43.1% |
| 3Y | +140.5% | +26.6% | +113.9% | +135.3% |
| 5Y | +479.9% | -9.6% | +489.5% | +462.9% |
| All | +546.3% | -5.0% | +551.3% | +526.6% |
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 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