-36.7%
ONON vs LEN
-41.0%
+4.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.4% |
| 7D | -2.1% | -4.8% | +2.7% | -0.6% |
| 30D | -11.6% | -6.6% | -5.0% | -9.7% |
| 3M | -30.1% | -15.7% | -14.4% | -26.6% |
| 6M | -30.5% | -16.6% | -13.9% | -27.7% |
| YTD | -41.0% | -21.3% | -19.7% | -38.3% |
| 1Y | -36.7% | -42.0% | +5.3% | -32.3% |
| All | -36.7% | -41.0% | +4.3% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling