+10,036.1%
LMT vs IONS
+440.4%
+9,595.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -6.3% | -4.8% | -1.4% | -6.0% |
| 30D | -8.5% | +7.2% | -15.7% | -8.9% |
| 3M | +1.8% | -22.7% | +24.5% | +3.2% |
| 6M | -19.9% | -26.9% | +6.9% | -18.6% |
| YTD | +10.6% | -26.6% | +37.1% | +12.3% |
| 1Y | +17.9% | -2.1% | +20.1% | +17.6% |
| 3Y | +27.0% | +43.4% | -16.5% | +21.8% |
| 5Y | +68.7% | +47.0% | +21.7% | +59.7% |
| 10Y | +181.1% | +97.2% | +83.9% | +155.6% |
| All | +10,036.1% | +440.4% | +9,595.7% | +7,026.1% |
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 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