-9.4%
ONDS vs LDOS
+44.0%
-53.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.2% |
| 7D | -3.8% | +1.9% | -5.7% | -4.7% |
| 30D | -17.2% | +12.8% | -30.0% | -22.0% |
| 3M | -40.2% | -1.0% | -39.2% | -40.5% |
| 6M | -38.5% | +6.2% | -44.7% | -40.9% |
| YTD | -42.9% | -23.2% | -19.7% | -36.5% |
| 1Y | -5.3% | -29.5% | +24.2% | +9.5% |
| 3Y | +820.7% | +37.1% | +783.6% | +741.1% |
| 5Y | -41.6% | +55.6% | -97.2% | -49.2% |
| All | -9.4% | +44.0% | -53.4% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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