-76.7%
LULU vs ONTO
+261.1%
-337.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +1.2% |
| 7D | -1.6% | +4.9% | -6.6% | -2.6% |
| 30D | -18.1% | -16.6% | -1.5% | -15.6% |
| 3M | -18.8% | -7.3% | -11.4% | -20.7% |
| 6M | -39.2% | +45.9% | -85.1% | -47.8% |
| YTD | -52.4% | +78.2% | -130.5% | -61.6% |
| 1Y | -40.3% | +159.8% | -200.1% | -57.2% |
| 3Y | -75.1% | +123.4% | -198.5% | -84.0% |
| All | -76.7% | +261.1% | -337.8% | -88.9% |
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