+459.0%
ONTO vs LH
+174.2%
+284.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | -2.4% | +4.8% | -7.2% | -5.0% |
| 30D | -32.9% | +18.8% | -51.8% | -39.4% |
| 3M | -32.2% | +15.7% | -47.9% | -38.1% |
| 6M | -30.6% | +46.7% | -77.3% | -45.6% |
| YTD | +25.1% | +48.9% | -23.8% | -3.0% |
| 1Y | +40.0% | +43.5% | -3.5% | +10.8% |
| 3Y | +45.7% | +86.9% | -41.2% | -4.7% |
| 5Y | +128.8% | +60.4% | +68.4% | +61.9% |
| All | +459.0% | +174.2% | +284.8% | +159.7% |
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