-48.6%
ONDS vs LTH
+174.8%
-223.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.2% | -3.0% | -5.1% |
| 7D | +17.7% | -4.6% | +22.3% | +20.4% |
| 30D | -20.7% | +14.8% | -35.5% | -26.6% |
| 3M | -45.5% | +3.9% | -49.5% | -47.2% |
| 6M | -41.2% | +35.5% | -76.6% | -50.8% |
| YTD | -45.5% | +71.3% | -116.8% | -60.6% |
| 1Y | -3.4% | +75.7% | -79.1% | -31.3% |
| 3Y | +779.3% | +231.9% | +547.4% | +318.2% |
| 5Y | -48.5% | +130.5% | -179.0% | -71.8% |
| All | -48.6% | +174.8% | -223.5% | -73.6% |
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