+17.9%
ONDS vs LCID
-95.8%
+113.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -5.0% | -9.1% | +4.2% | -2.3% |
| 30D | -25.6% | -37.6% | +12.0% | -14.6% |
| 3M | -22.1% | -11.1% | -11.1% | -24.0% |
| 6M | -27.6% | -59.2% | +31.6% | -10.8% |
| YTD | -25.7% | -60.5% | +34.7% | -8.0% |
| 1Y | +30.4% | -78.5% | +108.9% | +92.5% |
| 3Y | +695.0% | -92.8% | +787.8% | +1,332.5% |
| 5Y | -2.2% | -97.9% | +95.7% | +120.5% |
| All | +17.9% | -95.8% | +113.7% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LCID 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling