+17.6%
ONDS vs LYFT
-64.7%
+82.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | -5.1% | -8.4% | +3.3% | -2.4% |
| 30D | -26.0% | -7.6% | -18.4% | -24.3% |
| 3M | -26.4% | +11.7% | -38.2% | -29.8% |
| 6M | -26.4% | +15.1% | -41.6% | -30.7% |
| YTD | -25.9% | -20.9% | -5.0% | -21.6% |
| 1Y | +12.6% | -16.4% | +29.0% | +16.8% |
| 3Y | +706.9% | +35.2% | +671.7% | +534.8% |
| 5Y | -2.4% | -69.4% | +66.9% | +26.4% |
| All | +17.6% | -64.7% | +82.3% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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