+162.9%
LII vs IONS
-36.2%
+199.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.3% |
| 7D | -0.2% | -29.6% | +29.4% | +3.8% |
| 30D | -0.6% | -35.6% | +35.0% | +4.5% |
| 3M | -17.0% | -51.7% | +34.7% | -9.5% |
| 6M | -31.1% | -64.0% | +32.9% | -22.5% |
| YTD | -27.7% | -65.5% | +37.8% | -18.2% |
| 1Y | -26.2% | -62.4% | +36.3% | -17.5% |
| 3Y | -9.6% | -41.1% | +31.5% | -7.6% |
| 5Y | +15.7% | -16.5% | +32.1% | +10.4% |
| All | +162.9% | -36.2% | +199.1% | +156.0% |
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