+108.3%
IONQ vs LH
+64.2%
+44.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.1% |
| 7D | +0.8% | -2.5% | +3.3% | +2.3% |
| 30D | -1.0% | +4.3% | -5.4% | -3.5% |
| 3M | -39.8% | +25.5% | -65.3% | -48.2% |
| 6M | +6.4% | +17.0% | -10.5% | -3.7% |
| YTD | -11.9% | +31.3% | -43.2% | -26.5% |
| 1Y | -6.2% | +20.0% | -26.1% | -17.6% |
| All | +108.3% | +64.2% | +44.1% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling