+206.5%
LMT vs IONS
-29.6%
+236.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.1% |
| 7D | +2.5% | -29.4% | +32.0% | +5.5% |
| 30D | +19.2% | -35.1% | +54.3% | +23.5% |
| 3M | +2.7% | -48.9% | +51.6% | +8.8% |
| 6M | +20.6% | -62.4% | +83.0% | +31.2% |
| YTD | +28.4% | -64.2% | +92.6% | +40.1% |
| 1Y | +36.9% | -60.9% | +97.8% | +48.0% |
| 3Y | +48.5% | -38.9% | +87.4% | +50.5% |
| 5Y | +107.6% | -15.6% | +123.2% | +96.4% |
| 10Y | +206.5% | -33.5% | +239.9% | +192.1% |
| All | +206.5% | -29.6% | +236.1% | +192.1% |
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