-3.6%
ONDS vs LHX
+16.3%
-19.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.3% |
| 7D | -5.1% | -4.3% | -0.9% | -3.2% |
| 30D | -26.0% | -15.1% | -10.9% | -20.1% |
| 3M | -26.4% | -21.0% | -5.5% | -18.5% |
| 6M | -26.4% | -32.0% | +5.5% | -12.2% |
| YTD | -25.9% | -15.3% | -10.6% | -19.0% |
| 1Y | +12.6% | -11.1% | +23.7% | +20.6% |
| 3Y | +706.9% | +54.0% | +652.9% | +624.3% |
| All | -3.6% | +16.3% | -19.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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