+224.0%
IONQ vs LVS
-26.7%
+250.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.7% |
| 7D | +16.7% | +6.7% | +10.0% | +13.0% |
| 30D | -12.3% | +13.8% | -26.1% | -17.7% |
| 3M | -17.7% | -9.5% | -8.3% | -14.6% |
| 6M | -28.9% | -22.0% | -6.9% | -21.5% |
| YTD | -22.0% | -35.7% | +13.6% | -6.2% |
| 1Y | -36.8% | -36.7% | -0.1% | -23.4% |
| 3Y | +228.2% | -8.8% | +237.1% | +217.3% |
| 5Y | +91.9% | +9.5% | +82.4% | +56.3% |
| All | +224.0% | -26.7% | +250.6% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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