+449.2%
ONTO vs LII
+56.0%
+393.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +10.6% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | -34.1% | -2.0% | -32.2% | -34.5% |
| 3M | -37.1% | -20.2% | -16.8% | -28.4% |
| 6M | -31.8% | -32.5% | +0.7% | -14.2% |
| YTD | +22.9% | -27.4% | +50.3% | +45.4% |
| 1Y | +39.5% | -28.2% | +67.7% | +65.8% |
| 3Y | +57.7% | -7.2% | +64.9% | +55.1% |
| 5Y | +115.8% | +19.9% | +95.9% | +73.7% |
| All | +449.2% | +56.0% | +393.2% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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