+52.8%
IONQ vs LSCC
+26.3%
+26.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +7.1% | +16.3% | +18.6% |
| 7D | +8.6% | +13.0% | -4.4% | +0.7% |
| 30D | -21.1% | -19.8% | -1.3% | -8.9% |
| 3M | -17.9% | -18.4% | +0.5% | -7.2% |
| 6M | -37.9% | -16.1% | -21.8% | -31.2% |
| YTD | -27.3% | +42.7% | -70.0% | -46.6% |
| 1Y | -43.2% | +68.0% | -111.2% | -63.0% |
| 3Y | +191.0% | +85.8% | +105.1% | +51.9% |
| All | +52.8% | +26.3% | +26.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling