-22.1%
ONON vs LH
+34.4%
-56.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.2% |
| 7D | -1.7% | -0.8% | -0.8% | -1.2% |
| 30D | -27.4% | +2.0% | -29.4% | -28.3% |
| 3M | -26.5% | +24.3% | -50.8% | -36.1% |
| 6M | -34.2% | +21.1% | -55.3% | -42.0% |
| YTD | -41.3% | +30.4% | -71.8% | -50.9% |
| 1Y | -39.7% | +18.4% | -58.0% | -46.6% |
| 3Y | -7.8% | +65.5% | -73.3% | -38.2% |
| All | -22.1% | +34.4% | -56.5% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling