+186.9%
ONTO vs LTH
+174.8%
+12.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -1.0% |
| 7D | +34.4% | -4.6% | +39.0% | +36.6% |
| 30D | -20.4% | +14.8% | -35.3% | -25.0% |
| 3M | -37.8% | +3.9% | -41.8% | -39.3% |
| 6M | -24.6% | +35.5% | -60.1% | -34.0% |
| YTD | +32.8% | +71.3% | -38.5% | +4.7% |
| 1Y | +54.7% | +75.7% | -21.0% | +20.6% |
| 3Y | +54.7% | +231.9% | -177.2% | -5.5% |
| 5Y | +134.0% | +130.5% | +3.5% | +40.7% |
| All | +186.9% | +174.8% | +12.0% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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