+74.0%
LSCC vs IONS
-60.0%
+133.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.4% | -11.9% | -5.7% |
| 7D | +7.0% | -26.3% | +33.3% | +8.0% |
| 30D | -2.3% | -31.9% | +29.6% | -0.3% |
| 3M | -12.5% | -48.0% | +35.5% | -8.2% |
| 6M | -10.6% | -62.6% | +52.0% | -8.0% |
| YTD | +52.7% | -63.3% | +116.0% | +56.4% |
| 1Y | +74.0% | -58.4% | +132.4% | +75.5% |
| All | +74.0% | -60.0% | +133.9% | +75.5% |
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 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