+143.5%
LTH vs IONS
+74.0%
+69.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -0.6% | -4.8% | +4.2% | +0.4% |
| 30D | -4.6% | +7.2% | -11.8% | -6.0% |
| 3M | +32.8% | -22.7% | +55.5% | +38.2% |
| 6M | +64.6% | -26.9% | +91.5% | +73.3% |
| YTD | +62.6% | -26.6% | +89.2% | +70.9% |
| 1Y | +49.9% | -2.1% | +52.1% | +47.6% |
| 3Y | +151.3% | +43.4% | +107.9% | +112.2% |
| All | +143.5% | +74.0% | +69.6% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling