-21.7%
ONON vs LEN
-9.3%
-12.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +0.8% |
| 7D | -2.1% | -4.8% | +2.7% | +0.7% |
| 30D | -11.6% | -6.6% | -5.0% | -8.1% |
| 3M | -30.1% | -15.7% | -14.4% | -23.3% |
| 6M | -30.5% | -16.6% | -13.9% | -23.5% |
| YTD | -41.0% | -21.3% | -19.7% | -33.8% |
| 1Y | -36.7% | -42.0% | +5.3% | -14.9% |
| 3Y | -8.6% | -27.9% | +19.3% | -7.2% |
| All | -21.7% | -9.3% | -12.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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