+327.5%
IONQ vs LTH
+184.4%
+143.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.3% | +24.7% | +24.2% |
| 7D | +8.6% | +4.5% | +4.1% | +5.3% |
| 30D | -21.1% | +16.3% | -37.4% | -28.8% |
| 3M | -17.9% | +8.4% | -26.2% | -22.8% |
| 6M | -37.9% | +40.3% | -78.2% | -51.4% |
| YTD | -27.3% | +77.3% | -104.6% | -51.5% |
| 1Y | -43.2% | +88.0% | -131.2% | -63.7% |
| 3Y | +191.0% | +274.3% | -83.3% | +14.6% |
| 5Y | +69.3% | +142.9% | -73.6% | -17.0% |
| All | +327.5% | +184.4% | +143.2% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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