+185.0%
LNT vs IONS
-29.6%
+214.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.2% | -29.4% | +29.2% | +1.7% |
| 30D | +11.6% | -35.1% | +46.7% | +14.3% |
| 3M | +8.2% | -48.9% | +57.0% | +12.3% |
| 6M | +3.1% | -62.4% | +65.6% | +8.9% |
| YTD | +16.8% | -64.2% | +81.0% | +23.5% |
| 1Y | +11.6% | -60.9% | +72.5% | +17.3% |
| 3Y | +67.4% | -38.9% | +106.3% | +68.7% |
| 5Y | +56.8% | -15.6% | +72.3% | +52.3% |
| 10Y | +185.0% | -33.5% | +218.5% | +178.9% |
| All | +185.0% | -29.6% | +214.6% | +178.9% |
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