+260.7%
LH vs IONS
-27.6%
+288.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.1% | +8.8% | +1.1% |
| 7D | +4.8% | -30.3% | +35.0% | +10.2% |
| 30D | +18.8% | -37.7% | +56.6% | +27.1% |
| 3M | +15.7% | -50.5% | +66.2% | +28.0% |
| 6M | +46.7% | -62.8% | +109.4% | +68.4% |
| YTD | +48.9% | -64.4% | +113.3% | +71.9% |
| 1Y | +43.5% | -59.5% | +102.9% | +62.0% |
| 3Y | +86.9% | -39.2% | +126.1% | +90.9% |
| 5Y | +60.4% | -15.3% | +75.7% | +50.0% |
| 10Y | +260.7% | -31.2% | +291.9% | +240.7% |
| All | +260.7% | -27.6% | +288.3% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling