-51.9%
LULU vs ONTO
+696.1%
-748.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +1.1% |
| 7D | -1.6% | +4.9% | -6.6% | -2.7% |
| 30D | -18.1% | -16.6% | -1.5% | -15.3% |
| 3M | -18.8% | -7.3% | -11.4% | -21.0% |
| 6M | -39.2% | +45.9% | -85.1% | -48.6% |
| YTD | -52.4% | +78.2% | -130.5% | -62.4% |
| 1Y | -40.3% | +159.8% | -200.1% | -58.4% |
| 3Y | -75.1% | +123.4% | -198.5% | -84.2% |
| 5Y | -76.7% | +265.8% | -342.5% | -88.4% |
| All | -51.9% | +696.1% | -748.0% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling