-22.1%
ONON vs LEN
-8.4%
-13.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.3% | -0.3% |
| 7D | -1.7% | -2.9% | +1.2% | 0.0% |
| 30D | -27.4% | -8.9% | -18.5% | -23.7% |
| 3M | -26.5% | -10.9% | -15.6% | -22.0% |
| 6M | -34.2% | -19.7% | -14.6% | -25.9% |
| YTD | -41.3% | -20.6% | -20.7% | -34.4% |
| 1Y | -39.7% | -42.4% | +2.8% | -18.5% |
| 3Y | -7.8% | -26.5% | +18.7% | -7.7% |
| All | -22.1% | -8.4% | -13.6% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling