+265.9%
IONQ vs LSCC
+151.7%
+114.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | 0.0% |
| 7D | +0.8% | +1.3% | -0.5% | 0.0% |
| 30D | -1.0% | -9.7% | +8.6% | +5.8% |
| 3M | -39.8% | -23.7% | -16.1% | -28.4% |
| 6M | +6.4% | +26.5% | -20.1% | -9.1% |
| YTD | -11.9% | +57.5% | -69.4% | -36.8% |
| 1Y | -6.2% | +75.7% | -81.8% | -37.6% |
| 3Y | +125.7% | +19.5% | +106.2% | +75.3% |
| 5Y | +296.0% | +83.8% | +212.2% | +125.9% |
| All | +265.9% | +151.7% | +114.2% | +82.6% |
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 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