-2.9%
ONDS vs LSCC
+170.5%
-173.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.4% | +3.5% | +6.9% |
| 7D | +3.8% | +19.3% | -15.5% | -5.8% |
| 30D | -11.3% | -9.6% | -1.6% | -6.1% |
| 3M | -34.5% | -12.4% | -22.1% | -30.1% |
| 6M | -34.1% | -10.5% | -23.6% | -31.3% |
| YTD | -38.8% | +54.8% | -93.6% | -55.5% |
| 1Y | +2.8% | +79.4% | -76.6% | -30.5% |
| 3Y | +1,111.0% | +109.6% | +1,001.4% | +597.3% |
| 5Y | -33.7% | +40.4% | -74.0% | -56.9% |
| All | -2.9% | +170.5% | -173.4% | -57.4% |
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