+265.9%
IONQ vs LVS
-20.9%
+286.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.8% | -1.5% | +2.3% | +1.5% |
| 30D | -1.0% | -3.2% | +2.2% | +0.2% |
| 3M | -39.8% | -12.0% | -27.8% | -36.5% |
| 6M | +6.4% | -19.9% | +26.3% | +17.3% |
| YTD | -11.9% | -30.6% | +18.7% | +3.0% |
| 1Y | -6.2% | -17.7% | +11.6% | +0.1% |
| 3Y | +125.7% | -14.2% | +139.9% | +126.1% |
| 5Y | +296.0% | +9.6% | +286.4% | +213.7% |
| All | +265.9% | -20.9% | +286.9% | +198.3% |
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