+26.6%
ONON vs LSCC
+99.6%
-73.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +3.0% |
| 7D | -10.0% | +7.0% | -17.0% | -11.6% |
| 30D | -5.3% | -2.3% | -3.0% | -5.6% |
| 3M | +6.5% | -12.5% | +19.0% | +8.4% |
| 6M | -5.0% | -10.6% | +5.6% | -6.4% |
| YTD | -27.6% | +52.7% | -80.3% | -40.4% |
| 1Y | -20.7% | +74.0% | -94.7% | -37.3% |
| 3Y | +26.6% | +104.8% | -78.2% | -16.7% |
| All | +26.6% | +99.6% | -73.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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