+144.7%
IONQ vs LSCC
+112.9%
+31.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -8.6% | -1.9% | -5.1% |
| 7D | -16.7% | -4.8% | -11.9% | -14.3% |
| 30D | -38.9% | -27.1% | -11.8% | -26.1% |
| 3M | -33.8% | -23.6% | -10.2% | -22.9% |
| 6M | -44.9% | -19.8% | -25.1% | -37.6% |
| YTD | -41.1% | +33.2% | -74.3% | -53.9% |
| 1Y | -52.3% | +55.2% | -107.5% | -66.4% |
| 3Y | +128.2% | +70.1% | +58.1% | +34.6% |
| 5Y | +37.2% | +19.5% | +17.6% | -7.2% |
| All | +144.7% | +112.9% | +31.8% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling