+274.7%
IONQ vs LH
+96.1%
+178.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.9% |
| 7D | +7.1% | -0.8% | +8.0% | +7.7% |
| 30D | -8.9% | +2.0% | -10.9% | -10.3% |
| 3M | -35.6% | +24.3% | -59.8% | -45.7% |
| 6M | +13.3% | +21.1% | -7.8% | -2.9% |
| YTD | -9.8% | +30.4% | -40.3% | -27.3% |
| 1Y | -1.3% | +18.4% | -19.7% | -15.3% |
| 3Y | +109.3% | +65.5% | +43.8% | +35.6% |
| 5Y | +304.7% | +29.9% | +274.8% | +185.3% |
| All | +274.7% | +96.1% | +178.6% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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