+68.0%
LSCC vs IONS
-47.1%
+115.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.9% |
| 7D | +13.0% | -9.4% | +22.4% | +14.1% |
| 30D | -19.8% | -10.7% | -9.1% | -18.8% |
| 3M | -18.4% | -27.7% | +9.3% | -16.0% |
| 6M | -16.1% | -48.7% | +32.6% | -15.6% |
| YTD | +42.7% | -50.2% | +92.9% | +44.2% |
| 1Y | +68.0% | -46.8% | +114.8% | +71.2% |
| All | +68.0% | -47.1% | +115.1% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling