-10.5%
ONON vs LEN
-28.8%
+18.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +1.3% |
| 7D | -5.3% | -7.8% | +2.4% | -2.5% |
| 30D | -13.1% | -11.0% | -2.1% | -9.4% |
| 3M | -29.3% | -12.8% | -16.6% | -26.1% |
| 6M | -34.5% | -20.2% | -14.3% | -29.5% |
| YTD | -42.2% | -23.0% | -19.2% | -37.5% |
| 1Y | -37.3% | -41.8% | +4.5% | -25.6% |
| All | -10.5% | -28.8% | +18.4% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling