+516.0%
ON vs LII
+170.7%
+345.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.2% | +7.0% | +7.6% |
| 7D | -1.4% | -1.2% | -0.2% | -0.5% |
| 30D | -10.9% | -2.0% | -8.9% | -10.3% |
| 3M | -14.9% | -20.2% | +5.4% | -1.3% |
| 6M | -33.0% | -32.5% | -0.5% | -14.2% |
| YTD | +27.6% | -27.4% | +55.0% | +52.7% |
| 1Y | +44.5% | -28.2% | +72.7% | +74.0% |
| 3Y | +7.4% | -7.2% | +14.6% | +4.3% |
| 5Y | +18.7% | +19.9% | -1.2% | -7.3% |
| 10Y | +516.0% | +168.6% | +347.3% | +181.0% |
| All | +516.0% | +170.7% | +345.2% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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