+65.9%
LSCC vs IONS
-59.8%
+125.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.1% | +6.7% | -2.0% |
| 7D | +5.0% | -30.3% | +35.3% | +6.4% |
| 30D | -11.7% | -37.7% | +26.0% | -9.3% |
| 3M | -13.3% | -50.5% | +37.2% | -9.0% |
| 6M | -12.5% | -62.8% | +50.2% | -11.0% |
| YTD | +51.2% | -64.4% | +115.6% | +55.2% |
| 1Y | +65.9% | -59.5% | +125.4% | +65.8% |
| All | +65.9% | -59.8% | +125.7% | +65.8% |
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