-92.4%
LCID vs IONS
-16.4%
-76.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.6% | +8.8% | +10.1% |
| 7D | +8.9% | -9.4% | +18.4% | +11.1% |
| 30D | -15.4% | -10.7% | -4.7% | -13.4% |
| 3M | -52.9% | -27.7% | -25.2% | -50.1% |
| 6M | -46.8% | -48.7% | +1.9% | -41.0% |
| YTD | -68.9% | -50.2% | -18.7% | -65.3% |
| 1Y | -81.7% | -46.8% | -34.9% | -79.7% |
| 3Y | -92.4% | -14.8% | -77.5% | -91.8% |
| All | -92.4% | -16.4% | -76.0% | -91.8% |
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