+341.5%
ONTO vs LH
+168.6%
+172.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -1.2% | -14.4% | -14.9% |
| 7D | -29.7% | -1.3% | -28.4% | -29.2% |
| 30D | -50.3% | +16.6% | -66.8% | -54.6% |
| 3M | -43.5% | +16.0% | -59.4% | -48.5% |
| 6M | -48.9% | +42.0% | -90.8% | -59.2% |
| YTD | -1.2% | +45.9% | -47.1% | -22.6% |
| 1Y | +14.9% | +46.4% | -31.5% | -10.3% |
| 3Y | +31.2% | +79.0% | -47.8% | -12.0% |
| 5Y | +68.1% | +62.3% | +5.8% | +17.5% |
| All | +341.5% | +168.6% | +172.9% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling