+23.9%
ONDS vs LSCC
+179.1%
-155.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.8% |
| 7D | +8.2% | +5.2% | +3.0% | +5.1% |
| 30D | -16.4% | -9.6% | -6.7% | -11.3% |
| 3M | -26.0% | -17.8% | -8.2% | -17.3% |
| 6M | -22.5% | +37.4% | -59.9% | -37.4% |
| YTD | -21.9% | +59.7% | -81.6% | -43.5% |
| 1Y | +25.7% | +76.2% | -50.5% | -13.0% |
| 3Y | +735.5% | +28.2% | +707.3% | +548.3% |
| 5Y | -0.1% | +87.2% | -87.3% | -44.8% |
| All | +23.9% | +179.1% | -155.2% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling