-21.7%
ONON vs LH
+28.9%
-50.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.2% |
| 7D | -2.1% | -4.7% | +2.6% | +0.7% |
| 30D | -11.6% | -3.5% | -8.1% | -9.9% |
| 3M | -30.1% | +17.7% | -47.8% | -37.3% |
| 6M | -30.5% | +15.8% | -46.3% | -37.0% |
| YTD | -41.0% | +25.1% | -66.1% | -49.4% |
| 1Y | -36.7% | +12.5% | -49.2% | -42.2% |
| 3Y | -8.6% | +59.8% | -68.4% | -37.6% |
| All | -21.7% | +28.9% | -50.5% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling