+191.9%
LH vs IONS
+84.6%
+107.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.0% |
| 7D | -3.2% | -8.7% | +5.5% | -1.8% |
| 30D | +0.1% | -1.6% | +1.8% | +0.3% |
| 3M | +18.6% | -24.9% | +43.5% | +22.9% |
| 6M | +17.9% | -25.7% | +43.6% | +22.2% |
| YTD | +28.9% | -29.2% | +58.1% | +34.5% |
| 1Y | +16.6% | -13.0% | +29.6% | +17.5% |
| 3Y | +63.6% | +35.9% | +27.6% | +48.5% |
| 5Y | +30.0% | +54.5% | -24.5% | +12.7% |
| 10Y | +191.9% | +93.1% | +98.8% | +152.6% |
| All | +191.9% | +84.6% | +107.3% | +152.6% |
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