-7.8%
ONON vs LII
+2.8%
-10.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.0% |
| 7D | -1.7% | +2.1% | -3.8% | -2.5% |
| 30D | -27.4% | -12.4% | -15.0% | -23.6% |
| 3M | -26.5% | -24.8% | -1.7% | -19.3% |
| 6M | -34.2% | -25.2% | -9.1% | -28.1% |
| YTD | -41.3% | -20.3% | -21.1% | -38.0% |
| 1Y | -39.7% | -32.9% | -6.7% | -31.1% |
| 3Y | -7.8% | +2.0% | -9.9% | -14.5% |
| All | -7.8% | +2.8% | -10.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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