-50.2%
ONDS vs LTH
+180.7%
-230.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.1% |
| 7D | -3.3% | -1.3% | -2.0% | -2.7% |
| 30D | -16.0% | +15.7% | -31.6% | -22.5% |
| 3M | -42.1% | +5.0% | -47.1% | -44.1% |
| 6M | -41.8% | +37.7% | -79.4% | -51.7% |
| YTD | -47.1% | +75.0% | -122.1% | -62.2% |
| 1Y | -21.3% | +82.6% | -104.0% | -45.1% |
| 3Y | +695.1% | +241.3% | +453.8% | +272.6% |
| 5Y | -50.0% | +135.4% | -185.5% | -73.0% |
| All | -50.2% | +180.7% | -230.9% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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