+918.1%
LH vs IONS
+188.4%
+729.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -21.4% | +22.8% | +3.4% |
| 7D | +4.6% | -24.8% | +29.4% | +7.0% |
| 30D | +19.1% | -31.5% | +50.7% | +22.9% |
| 3M | +16.7% | -45.2% | +61.9% | +22.7% |
| 6M | +47.0% | -59.1% | +106.1% | +58.0% |
| YTD | +49.3% | -60.8% | +110.1% | +60.9% |
| 1Y | +48.6% | -57.9% | +106.5% | +59.0% |
| 3Y | +87.8% | -34.5% | +122.3% | +90.1% |
| 5Y | +65.0% | -8.8% | +73.9% | +60.2% |
| 10Y | +275.0% | -19.2% | +294.2% | +257.9% |
| All | +918.1% | +188.4% | +729.7% | +544.4% |
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