+12.7%
ONON vs LTH
+180.7%
-168.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.7% |
| 7D | -10.0% | -1.3% | -8.7% | -9.5% |
| 30D | -5.3% | +15.7% | -20.9% | -11.3% |
| 3M | +6.5% | +5.0% | +1.5% | +3.7% |
| 6M | -5.0% | +37.7% | -42.6% | -19.0% |
| YTD | -27.6% | +75.0% | -102.7% | -45.6% |
| 1Y | -20.7% | +82.6% | -103.3% | -41.6% |
| 3Y | +26.6% | +241.3% | -214.7% | -33.8% |
| 5Y | -9.6% | +135.4% | -145.0% | -50.6% |
| All | +12.7% | +180.7% | -168.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling