-52.3%
IONQ vs LSCC
+55.0%
-107.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -8.6% | -1.9% | -5.9% |
| 7D | -16.7% | -4.8% | -11.9% | -14.5% |
| 30D | -38.9% | -27.1% | -11.8% | -28.0% |
| 3M | -33.8% | -23.6% | -10.2% | -24.3% |
| 6M | -44.9% | -19.8% | -25.1% | -36.9% |
| YTD | -41.1% | +33.2% | -74.3% | -48.1% |
| 1Y | -52.3% | +55.2% | -107.5% | -61.8% |
| All | -52.3% | +55.0% | -107.3% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling