+70.3%
LMT vs ONTO
+658.6%
-588.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.7% |
| 7D | -6.3% | -1.0% | -5.2% | -6.2% |
| 30D | -8.5% | -2.9% | -5.6% | -8.6% |
| 3M | +1.8% | -2.5% | +4.3% | +1.1% |
| 6M | -19.9% | +28.2% | -48.1% | -21.9% |
| YTD | +10.6% | +69.8% | -59.2% | +6.3% |
| 1Y | +17.9% | +162.9% | -144.9% | +10.7% |
| 3Y | +27.0% | +95.9% | -69.0% | +16.5% |
| 5Y | +68.7% | +244.5% | -175.8% | +40.3% |
| All | +70.3% | +658.6% | -588.3% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling