+209.9%
ON vs LII
+7,093.3%
-6,883.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.3% |
| 7D | +2.4% | -0.7% | +3.2% | +2.8% |
| 30D | -3.3% | -12.6% | +9.3% | +4.0% |
| 3M | -43.6% | -24.4% | -19.1% | -35.0% |
| 6M | +19.0% | -28.7% | +47.7% | +41.4% |
| YTD | +37.4% | -19.1% | +56.5% | +51.4% |
| 1Y | +54.8% | -29.7% | +84.5% | +83.8% |
| 3Y | -25.2% | +4.8% | -29.9% | -29.2% |
| 5Y | +62.7% | +24.6% | +38.2% | +39.5% |
| 10Y | +574.3% | +169.2% | +405.1% | +285.3% |
| All | +209.9% | +7,093.3% | -6,883.4% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling