+227.2%
IONQ vs LSCC
+147.3%
+79.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.4% | -0.1% | +3.0% |
| 7D | +25.5% | +19.3% | +6.1% | +13.0% |
| 30D | -11.4% | -9.6% | -1.8% | -5.8% |
| 3M | -20.5% | -12.4% | -8.0% | -14.6% |
| 6M | -28.2% | -10.5% | -17.8% | -23.9% |
| YTD | -21.2% | +54.8% | -76.0% | -43.6% |
| 1Y | -40.4% | +79.4% | -119.8% | -61.4% |
| 3Y | +214.7% | +109.6% | +105.1% | +63.0% |
| 5Y | +56.9% | +40.4% | +16.5% | -3.2% |
| All | +227.2% | +147.3% | +79.9% | +62.8% |
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