+795.1%
LH vs IONS
+440.4%
+354.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.5% | -4.8% | +2.4% | -2.0% |
| 30D | +4.3% | +7.2% | -2.9% | +3.6% |
| 3M | +25.5% | -22.7% | +48.2% | +27.9% |
| 6M | +17.0% | -26.9% | +43.8% | +19.7% |
| YTD | +31.3% | -26.6% | +57.8% | +34.2% |
| 1Y | +20.0% | -2.1% | +22.1% | +19.4% |
| 3Y | +63.9% | +43.4% | +20.4% | +55.0% |
| 5Y | +30.9% | +47.0% | -16.1% | +21.9% |
| 10Y | +191.4% | +97.2% | +94.2% | +157.2% |
| All | +795.1% | +440.4% | +354.7% | +437.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling