-13.3%
ONDS vs LSCC
+149.5%
-162.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +7.1% | +10.9% | +13.9% |
| 7D | -15.6% | +13.0% | -28.5% | -21.2% |
| 30D | -25.8% | -19.8% | -6.0% | -15.9% |
| 3M | -39.0% | -18.4% | -20.6% | -32.3% |
| 6M | -42.9% | -16.1% | -26.8% | -38.3% |
| YTD | -45.3% | +42.7% | -88.1% | -58.3% |
| 1Y | +1.6% | +68.0% | -66.4% | -28.7% |
| 3Y | +834.3% | +85.8% | +748.5% | +477.0% |
| 5Y | -43.8% | +28.0% | -71.8% | -61.5% |
| All | -13.3% | +149.5% | -162.7% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling