+11,401.5%
LMT vs IONS
+170.3%
+11,231.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.7% |
| 7D | +5.1% | -26.3% | +31.4% | +6.8% |
| 30D | +14.1% | -31.9% | +46.1% | +16.6% |
| 3M | +0.3% | -48.0% | +48.3% | +4.1% |
| 6M | +16.1% | -62.6% | +78.7% | +22.7% |
| YTD | +25.5% | -63.3% | +88.7% | +32.7% |
| 1Y | +34.1% | -58.4% | +92.5% | +40.7% |
| 3Y | +45.1% | -38.2% | +83.3% | +46.5% |
| 5Y | +100.9% | -11.1% | +112.1% | +95.8% |
| 10Y | +199.4% | -31.7% | +231.2% | +190.2% |
| All | +11,401.5% | +170.3% | +11,231.2% | +8,315.5% |
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