+17.6%
ONDS vs LUMN
-23.9%
+41.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -5.1% | +2.5% | -7.6% | -5.5% |
| 30D | -26.0% | +10.3% | -36.3% | -27.2% |
| 3M | -26.4% | -18.3% | -8.2% | -24.4% |
| 6M | -26.4% | +4.4% | -30.8% | -26.2% |
| YTD | -25.9% | -10.7% | -15.2% | -24.5% |
| 1Y | +12.6% | +14.0% | -1.3% | +11.1% |
| 3Y | +706.9% | +406.6% | +300.4% | +431.7% |
| 5Y | -2.4% | -36.8% | +34.4% | -2.5% |
| All | +17.6% | -23.9% | +41.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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