+202.0%
IONQ vs LBRT
+21.8%
+180.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.4% | +18.0% | +21.8% |
| 7D | +8.6% | -29.1% | +37.7% | +19.9% |
| 30D | -21.1% | -38.4% | +17.3% | -9.6% |
| 3M | -17.9% | -40.1% | +22.2% | -5.5% |
| 6M | -37.9% | -62.9% | +24.9% | -19.2% |
| YTD | -27.3% | -34.5% | +7.2% | -22.1% |
| 1Y | -43.2% | -30.2% | -13.0% | -40.1% |
| 3Y | +191.0% | -37.5% | +228.5% | +199.9% |
| 5Y | +69.3% | +7.6% | +61.7% | +51.1% |
| All | +202.0% | +21.8% | +180.3% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling