+508.7%
ONTO vs LH
+175.2%
+333.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.5% | +8.7% |
| 7D | +16.4% | +1.2% | +15.2% | +15.9% |
| 30D | -21.4% | +18.0% | -39.4% | -28.6% |
| 3M | -32.7% | +15.7% | -48.4% | -38.6% |
| 6M | -25.2% | +46.6% | -71.8% | -41.3% |
| YTD | +36.2% | +49.5% | -13.2% | +5.4% |
| 1Y | +61.2% | +40.2% | +21.0% | +29.6% |
| 3Y | +58.7% | +87.6% | -28.9% | +3.6% |
| 5Y | +143.6% | +59.3% | +84.4% | +73.3% |
| All | +508.7% | +175.2% | +333.5% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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