-22.1%
ONON vs LNT
+36.8%
-58.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | -27.4% | -1.1% | -26.3% | -27.3% |
| 3M | -26.5% | -3.6% | -22.9% | -26.1% |
| 6M | -34.2% | -2.7% | -31.6% | -34.0% |
| YTD | -41.3% | +8.0% | -49.3% | -42.3% |
| 1Y | -39.7% | +10.5% | -50.1% | -41.0% |
| 3Y | -7.8% | +49.6% | -57.4% | -16.7% |
| All | -22.1% | +36.8% | -58.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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