-10.5%
ONON vs LH
+56.3%
-66.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.6% |
| 7D | -5.3% | -7.4% | +2.1% | -2.7% |
| 30D | -13.1% | -4.6% | -8.5% | -11.7% |
| 3M | -29.3% | +14.5% | -43.9% | -33.2% |
| 6M | -34.5% | +14.8% | -49.3% | -38.2% |
| YTD | -42.2% | +23.3% | -65.5% | -47.0% |
| 1Y | -37.3% | +13.6% | -50.9% | -40.9% |
| All | -10.5% | +56.3% | -66.8% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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