+109.6%
LSCC vs IONS
-34.1%
+143.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -21.4% | +29.8% | +12.6% |
| 7D | +19.3% | -24.8% | +44.2% | +25.2% |
| 30D | -9.6% | -31.5% | +21.9% | -3.1% |
| 3M | -12.4% | -45.2% | +32.8% | -1.4% |
| 6M | -10.5% | -59.1% | +48.6% | +5.2% |
| YTD | +54.8% | -60.8% | +115.6% | +84.0% |
| 1Y | +79.4% | -57.9% | +137.2% | +108.3% |
| 3Y | +109.6% | -34.5% | +144.1% | +90.6% |
| All | +109.6% | -34.1% | +143.7% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling