+143.6%
ONTO vs LH
+61.0%
+82.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.4% |
| 3M | -32.7% | +15.7% | -48.4% | -37.5% |
| 6M | -25.2% | +46.6% | -71.8% | -39.2% |
| YTD | +36.2% | +49.5% | -13.2% | +9.5% |
| 1Y | +61.2% | +40.2% | +21.0% | +34.1% |
| 3Y | +58.7% | +87.6% | -28.9% | +8.9% |
| 5Y | +143.6% | +59.3% | +84.4% | +72.3% |
| All | +143.6% | +61.0% | +82.6% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling