+73.5%
LSCC vs IONS
-17.7%
+91.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.4% | -5.2% | -7.8% |
| 7D | -4.8% | -12.6% | +7.8% | -1.8% |
| 30D | -27.1% | -11.8% | -15.3% | -25.0% |
| 3M | -23.6% | -28.4% | +4.8% | -17.8% |
| 6M | -19.8% | -48.4% | +28.6% | -9.2% |
| YTD | +33.2% | -51.0% | +84.2% | +53.0% |
| 1Y | +55.2% | -48.0% | +103.3% | +74.9% |
| All | +73.5% | -17.7% | +91.2% | +50.5% |
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 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