+27.6%
LII vs IONS
+47.7%
-20.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -0.7% | -4.8% | +4.1% | -0.1% |
| 30D | -12.6% | +7.2% | -19.8% | -13.5% |
| 3M | -24.4% | -22.7% | -1.8% | -22.6% |
| 6M | -28.7% | -26.9% | -1.8% | -26.5% |
| YTD | -19.1% | -26.6% | +7.4% | -16.7% |
| 1Y | -29.7% | -2.1% | -27.6% | -30.2% |
| 3Y | +4.8% | +43.4% | -38.7% | -4.5% |
| All | +27.6% | +47.7% | -20.1% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling