-20.0%
ONON vs LSCC
+77.8%
-97.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.1% |
| 7D | -3.0% | +1.3% | -4.3% | -3.5% |
| 30D | -26.7% | -9.7% | -17.0% | -23.8% |
| 3M | -25.3% | -23.7% | -1.6% | -19.4% |
| 6M | -35.3% | +26.5% | -61.7% | -45.2% |
| YTD | -39.8% | +57.5% | -97.3% | -54.7% |
| 1Y | -39.2% | +75.7% | -114.9% | -57.3% |
| 3Y | -4.2% | +19.5% | -23.7% | -24.7% |
| All | -20.0% | +77.8% | -97.8% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling