+202.0%
IONQ vs LSCC
+128.1%
+74.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +7.1% | +16.3% | +18.9% |
| 7D | +8.6% | +13.0% | -4.4% | +1.1% |
| 30D | -21.1% | -19.8% | -1.3% | -9.5% |
| 3M | -17.9% | -18.4% | +0.5% | -7.7% |
| 6M | -37.9% | -16.1% | -21.8% | -31.3% |
| YTD | -27.3% | +42.7% | -70.0% | -45.2% |
| 1Y | -43.2% | +68.0% | -111.2% | -61.7% |
| 3Y | +191.0% | +85.8% | +105.1% | +63.0% |
| 5Y | +69.3% | +28.0% | +41.2% | +10.3% |
| All | +202.0% | +128.1% | +74.0% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling