-2.2%
ONDS vs LH
+23.7%
-25.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +2.6% |
| 7D | -5.0% | -7.4% | +2.4% | +0.3% |
| 30D | -25.6% | -4.6% | -21.0% | -23.1% |
| 3M | -22.1% | +14.5% | -36.6% | -29.9% |
| 6M | -27.6% | +14.8% | -42.4% | -35.3% |
| YTD | -25.7% | +23.3% | -49.0% | -38.2% |
| 1Y | +30.4% | +13.6% | +16.8% | +16.0% |
| 3Y | +695.0% | +56.3% | +638.6% | +448.3% |
| 5Y | -2.2% | +25.2% | -27.4% | -39.1% |
| All | -2.2% | +23.7% | -25.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 5y: compounded portfolio wealth divided by compounded LH 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…
5y analysis · Full analysis span regression · 6 months rolling