-22.1%
ONON vs LDOS
+45.6%
-67.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.0% |
| 7D | -1.7% | -7.1% | +5.5% | -0.2% |
| 30D | -27.4% | -6.1% | -21.3% | -26.5% |
| 3M | -26.5% | +5.6% | -32.1% | -27.7% |
| 6M | -34.2% | -26.9% | -7.3% | -30.0% |
| YTD | -41.3% | -27.9% | -13.4% | -37.6% |
| 1Y | -39.7% | -26.8% | -12.9% | -36.4% |
| 3Y | -7.8% | +39.6% | -47.4% | -22.9% |
| All | -22.1% | +45.6% | -67.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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