+23.9%
ONDS vs LH
+102.4%
-78.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +8.2% | -0.8% | +9.1% | +8.8% |
| 30D | -16.4% | +2.0% | -18.4% | -17.3% |
| 3M | -26.0% | +24.3% | -50.3% | -35.2% |
| 6M | -22.5% | +21.1% | -43.5% | -31.3% |
| YTD | -21.9% | +30.4% | -52.4% | -34.6% |
| 1Y | +25.7% | +18.4% | +7.4% | +12.2% |
| 3Y | +735.5% | +65.5% | +670.1% | +514.3% |
| 5Y | -0.1% | +29.9% | -30.0% | -31.9% |
| All | +23.9% | +102.4% | -78.5% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling