+37.2%
IONQ vs LII
+22.0%
+15.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.8% | -7.7% | -8.5% |
| 7D | -16.7% | +0.2% | -16.9% | -16.9% |
| 30D | -38.9% | -4.6% | -34.3% | -37.4% |
| 3M | -33.8% | -21.7% | -12.2% | -21.8% |
| 6M | -44.9% | -32.8% | -12.1% | -29.6% |
| YTD | -41.1% | -27.5% | -13.6% | -31.8% |
| 1Y | -52.3% | -28.0% | -24.3% | -44.5% |
| 3Y | +128.2% | -7.2% | +135.5% | +94.9% |
| 5Y | +37.2% | +22.6% | +14.6% | -17.0% |
| All | +37.2% | +22.0% | +15.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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