+265.9%
IONQ vs LH
+97.4%
+168.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.3% |
| 7D | +0.8% | -2.5% | +3.3% | +2.6% |
| 30D | -1.0% | +4.3% | -5.4% | -4.1% |
| 3M | -39.8% | +25.5% | -65.3% | -49.8% |
| 6M | +6.4% | +17.0% | -10.5% | -6.2% |
| YTD | -11.9% | +31.3% | -43.2% | -29.3% |
| 1Y | -6.2% | +20.0% | -26.1% | -20.3% |
| 3Y | +125.7% | +63.9% | +61.8% | +47.3% |
| 5Y | +296.0% | +30.9% | +265.1% | +177.9% |
| All | +265.9% | +97.4% | +168.6% | +141.5% |
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