+52.8%
IONQ vs LH
+62.5%
-9.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +22.7% |
| 7D | +8.6% | +1.4% | +7.2% | +7.6% |
| 30D | -21.1% | +17.5% | -38.6% | -30.7% |
| 3M | -17.9% | +16.1% | -33.9% | -27.5% |
| 6M | -37.9% | +43.4% | -81.3% | -54.7% |
| YTD | -27.3% | +47.2% | -74.5% | -48.4% |
| 1Y | -43.2% | +50.1% | -93.3% | -60.8% |
| 3Y | +191.0% | +81.2% | +109.8% | +64.0% |
| All | +52.8% | +62.5% | -9.7% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling