+363.2%
IONQ vs LTH
+183.0%
+180.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.6% |
| 7D | +25.5% | +7.0% | +18.4% | +19.7% |
| 30D | -11.4% | +15.4% | -26.8% | -19.7% |
| 3M | -20.5% | +7.0% | -27.5% | -24.7% |
| 6M | -28.2% | +46.9% | -75.1% | -45.5% |
| YTD | -21.2% | +76.4% | -97.6% | -47.3% |
| 1Y | -40.4% | +83.7% | -124.1% | -61.3% |
| 3Y | +214.7% | +248.9% | -34.2% | +30.2% |
| 5Y | +56.9% | +141.8% | -85.0% | -22.9% |
| All | +363.2% | +183.0% | +180.2% | +120.1% |
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