-20.0%
ONON vs LII
+31.9%
-52.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.9% |
| 7D | -3.0% | -0.7% | -2.3% | -2.6% |
| 30D | -26.7% | -12.6% | -14.1% | -21.3% |
| 3M | -25.3% | -24.4% | -0.9% | -15.3% |
| 6M | -35.3% | -28.7% | -6.6% | -24.6% |
| YTD | -39.8% | -19.1% | -20.6% | -35.6% |
| 1Y | -39.2% | -29.7% | -9.5% | -29.7% |
| 3Y | -4.2% | +4.8% | -9.0% | -22.7% |
| All | -20.0% | +31.9% | -52.0% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling