+42.4%
ON vs LII
-28.3%
+70.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.2% | +7.0% | +8.0% |
| 7D | -1.4% | -1.2% | -0.2% | -0.7% |
| 30D | -10.9% | -2.0% | -8.9% | -10.4% |
| 3M | -14.9% | -20.2% | +5.4% | -4.5% |
| 6M | -33.0% | -32.5% | -0.5% | -18.7% |
| YTD | +27.6% | -27.4% | +55.0% | +44.5% |
| All | +42.4% | -28.3% | +70.7% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling