+256.7%
LH vs IONS
-32.1%
+288.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.5% |
| 7D | +1.1% | -26.3% | +27.3% | +5.3% |
| 30D | +16.7% | -31.9% | +48.7% | +23.2% |
| 3M | +15.1% | -48.0% | +63.1% | +26.3% |
| 6M | +46.3% | -62.6% | +108.9% | +67.9% |
| YTD | +48.8% | -63.3% | +112.0% | +70.9% |
| 1Y | +39.7% | -58.4% | +98.1% | +57.1% |
| 3Y | +87.0% | -38.2% | +125.3% | +90.5% |
| 5Y | +53.0% | -11.1% | +64.1% | +41.9% |
| All | +256.7% | -32.1% | +288.8% | +244.2% |
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