+215.4%
IONQ vs LH
+124.7%
+90.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | +15.3% | +1.2% | +14.1% | +14.6% |
| 30D | -6.1% | +18.0% | -24.1% | -16.6% |
| 3M | -21.6% | +15.7% | -37.3% | -29.7% |
| 6M | -40.1% | +46.6% | -86.8% | -55.5% |
| YTD | -24.1% | +49.5% | -73.6% | -44.6% |
| 1Y | -37.4% | +40.2% | -77.6% | -52.2% |
| 3Y | +219.5% | +87.6% | +131.9% | +89.7% |
| 5Y | +76.9% | +59.3% | +17.7% | +12.0% |
| All | +215.4% | +124.7% | +90.6% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling