+706.9%
ONDS vs LYV
+109.4%
+597.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -5.1% | -1.9% | -3.2% | -4.0% |
| 30D | -26.0% | -8.2% | -17.8% | -22.3% |
| 3M | -26.4% | -1.3% | -25.2% | -26.6% |
| 6M | -26.4% | +2.6% | -29.1% | -28.5% |
| YTD | -25.9% | +19.4% | -45.3% | -35.4% |
| 1Y | +12.6% | -2.2% | +14.9% | +13.3% |
| 3Y | +706.9% | +106.0% | +600.9% | +314.0% |
| All | +706.9% | +109.4% | +597.5% | +314.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling