+99.9%
LMT vs ONTO
+124.4%
-24.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.4% |
| 7D | +5.1% | +17.5% | -12.4% | +5.3% |
| 30D | +14.1% | -15.7% | +29.8% | +13.9% |
| 3M | +0.3% | -39.7% | +40.0% | -0.3% |
| 6M | +16.1% | -26.5% | +42.6% | +15.5% |
| YTD | +25.5% | +29.0% | -3.5% | +24.9% |
| 1Y | +34.1% | +57.0% | -22.8% | +33.8% |
| 3Y | +45.1% | +50.0% | -4.9% | +44.0% |
| All | +99.9% | +124.4% | -24.5% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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