-16.1%
ONDS vs LSCC
+166.9%
-183.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | +0.2% |
| 7D | -3.3% | +7.0% | -10.3% | -7.0% |
| 30D | -16.0% | -2.3% | -13.7% | -15.2% |
| 3M | -42.1% | -12.5% | -29.6% | -38.2% |
| 6M | -41.8% | -10.6% | -31.2% | -39.4% |
| YTD | -47.1% | +52.7% | -99.8% | -61.3% |
| 1Y | -21.3% | +74.0% | -95.3% | -45.8% |
| 3Y | +695.1% | +104.8% | +590.3% | +362.3% |
| 5Y | -50.0% | +36.2% | -86.3% | -67.0% |
| All | -16.1% | +166.9% | -183.0% | -63.0% |
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