-39.0%
ONDS vs LSCC
-16.4%
-22.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +7.1% | +10.9% | +14.1% |
| 7D | -15.6% | +13.0% | -28.5% | -19.7% |
| 30D | -25.8% | -19.8% | -6.0% | -19.1% |
| 3M | -39.0% | -18.4% | -20.6% | -32.0% |
| All | -39.0% | -16.4% | -22.5% | -32.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling