+23.9%
ONDS vs LVS
-20.8%
+44.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +8.2% | +0.3% | +7.9% | +8.1% |
| 30D | -16.4% | -3.9% | -12.4% | -15.1% |
| 3M | -26.0% | -12.9% | -13.2% | -22.2% |
| 6M | -22.5% | -16.9% | -5.5% | -16.6% |
| YTD | -21.9% | -31.2% | +9.3% | -9.4% |
| 1Y | +25.7% | -16.4% | +42.1% | +33.3% |
| 3Y | +735.5% | -4.4% | +740.0% | +711.1% |
| 5Y | -0.1% | +6.7% | -6.8% | -13.3% |
| All | +23.9% | -20.8% | +44.7% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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