+508.7%
ONTO vs LEN
+60.3%
+448.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.3% | +9.1% |
| 7D | +16.4% | -6.4% | +22.7% | +19.6% |
| 30D | -21.4% | +15.6% | -37.1% | -28.2% |
| 3M | -32.7% | -0.8% | -32.0% | -34.5% |
| 6M | -25.2% | +0.4% | -25.6% | -27.8% |
| YTD | +36.2% | -14.1% | +50.4% | +40.7% |
| 1Y | +61.2% | -29.6% | +90.8% | +82.2% |
| 3Y | +58.7% | -23.1% | +81.8% | +63.6% |
| 5Y | +143.6% | -8.9% | +152.5% | +125.6% |
| All | +508.7% | +60.3% | +448.4% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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