+17.6%
ONDS vs LYV
+146.3%
-128.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -5.1% | -1.2% | -4.0% | -4.4% |
| 30D | -21.8% | -9.0% | -12.7% | -16.6% |
| 3M | -22.5% | -0.6% | -21.9% | -22.9% |
| 6M | -28.8% | +11.4% | -40.2% | -34.9% |
| YTD | -25.9% | +20.3% | -46.3% | -37.0% |
| 1Y | +10.2% | -1.3% | +11.5% | +7.1% |
| 3Y | +771.1% | +101.7% | +669.4% | +390.1% |
| 5Y | +0.3% | +93.4% | -93.1% | -41.8% |
| All | +17.6% | +146.3% | -128.8% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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