+294.8%
IONQ vs LH
+31.5%
+263.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.4% |
| 7D | +0.8% | -2.5% | +3.3% | +2.8% |
| 30D | -1.0% | +4.3% | -5.4% | -4.4% |
| 3M | -39.8% | +25.5% | -65.3% | -50.8% |
| 6M | +6.4% | +17.0% | -10.5% | -7.5% |
| YTD | -11.9% | +31.3% | -43.2% | -31.0% |
| 1Y | -6.2% | +20.0% | -26.1% | -21.8% |
| 3Y | +125.7% | +63.9% | +61.8% | +38.2% |
| All | +294.8% | +31.5% | +263.3% | +203.6% |
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 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