+581.1%
ON vs LII
+171.3%
+409.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.2% |
| 7D | +2.4% | -0.7% | +3.2% | +2.9% |
| 30D | -3.3% | -12.6% | +9.3% | +6.0% |
| 3M | -43.6% | -24.4% | -19.1% | -32.9% |
| 6M | +19.0% | -28.7% | +47.7% | +47.1% |
| YTD | +37.4% | -19.1% | +56.5% | +53.7% |
| 1Y | +54.8% | -29.7% | +84.5% | +90.7% |
| 3Y | -25.2% | +4.8% | -29.9% | -33.0% |
| 5Y | +62.7% | +24.6% | +38.2% | +24.8% |
| All | +581.1% | +171.3% | +409.8% | +225.5% |
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