+75.2%
LMT vs ONTO
+246.7%
-171.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | -0.5% | +6.5% | -7.1% | -0.5% |
| 30D | -10.8% | -15.9% | +5.1% | -10.9% |
| 3M | +1.6% | -0.2% | +1.7% | +1.4% |
| 6M | -17.6% | +38.7% | -56.3% | -17.9% |
| YTD | +11.6% | +70.4% | -58.8% | +11.3% |
| 1Y | +17.2% | +153.6% | -136.4% | +17.3% |
| 3Y | +35.7% | +109.2% | -73.5% | +34.6% |
| 5Y | +75.2% | +249.7% | -174.5% | +66.9% |
| All | +75.2% | +246.7% | -171.5% | +66.9% |
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