-92.6%
LCID vs IONS
-36.9%
-55.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.4% | -15.6% | -10.1% |
| 7D | -10.2% | -26.3% | +16.1% | -6.9% |
| 30D | -10.2% | -31.9% | +21.8% | -5.3% |
| 3M | -54.1% | -48.0% | -6.1% | -49.4% |
| 6M | -53.8% | -62.6% | +8.8% | -46.8% |
| YTD | -72.0% | -63.3% | -8.8% | -67.7% |
| 1Y | -80.5% | -58.4% | -22.1% | -77.8% |
| 3Y | -92.6% | -38.2% | -54.3% | -91.4% |
| All | -92.6% | -36.9% | -55.7% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 3y: compounded portfolio wealth divided by compounded IONS 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…
3y analysis · Full analysis span regression · 6 months rolling