-53.0%
LULU vs ONTO
+661.2%
-714.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.0% |
| 7D | -20.4% | +6.5% | -27.0% | -21.9% |
| 30D | -22.9% | -15.9% | -7.0% | -20.5% |
| 3M | -18.5% | -0.2% | -18.4% | -22.7% |
| 6M | -41.8% | +38.7% | -80.5% | -50.2% |
| YTD | -53.4% | +70.4% | -123.7% | -62.8% |
| 1Y | -40.9% | +153.6% | -194.5% | -58.6% |
| 3Y | -75.6% | +109.2% | -184.7% | -84.2% |
| 5Y | -77.2% | +249.7% | -327.0% | -88.6% |
| All | -53.0% | +661.2% | -714.1% | -84.7% |
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