+17.9%
ONDS vs LYV
+144.3%
-126.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -5.0% | -4.2% | -0.8% | -2.2% |
| 30D | -25.6% | -7.2% | -18.3% | -21.7% |
| 3M | -22.1% | +1.5% | -23.7% | -23.7% |
| 6M | -27.6% | +2.7% | -30.3% | -30.0% |
| YTD | -25.7% | +19.4% | -45.1% | -36.4% |
| 1Y | +30.4% | -0.5% | +30.9% | +26.1% |
| 3Y | +695.0% | +110.1% | +584.8% | +333.2% |
| 5Y | -2.2% | +97.6% | -99.7% | -44.0% |
| All | +17.9% | +144.3% | -126.4% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling