+390.5%
ONTO vs LII
+52.7%
+337.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.0% | +13.0% | +12.3% |
| 7D | -14.0% | -0.6% | -13.4% | -14.0% |
| 30D | -43.1% | -4.6% | -38.5% | -42.5% |
| 3M | -35.5% | -21.2% | -14.3% | -26.1% |
| 6M | -41.1% | -36.4% | -4.6% | -22.9% |
| YTD | +9.8% | -28.9% | +38.7% | +31.5% |
| 1Y | +31.5% | -29.5% | +61.1% | +58.0% |
| 3Y | +45.2% | -8.6% | +53.7% | +43.9% |
| 5Y | +86.7% | +20.2% | +66.5% | +49.9% |
| All | +390.5% | +52.7% | +337.8% | +233.6% |
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