+1,763.3%
LSCC vs IONS
+98.1%
+1,665.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.3% | -4.8% | +6.2% | +2.5% |
| 30D | -9.7% | +7.2% | -16.9% | -11.4% |
| 3M | -23.7% | -22.7% | -1.0% | -20.3% |
| 6M | +26.5% | -26.9% | +53.4% | +34.1% |
| YTD | +57.5% | -26.6% | +84.1% | +66.6% |
| 1Y | +75.7% | -2.1% | +77.8% | +71.5% |
| 3Y | +19.5% | +43.4% | -24.0% | +0.2% |
| 5Y | +83.8% | +47.0% | +36.8% | +49.4% |
| All | +1,763.3% | +98.1% | +1,665.3% | +1,429.3% |
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