+167.4%
IONQ vs LBRT
+33.0%
+134.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.7% |
| 7D | -11.5% | +9.2% | -20.7% | -13.8% |
| 30D | -8.1% | -27.5% | +19.4% | +0.3% |
| 3M | -35.8% | -37.9% | +2.1% | -26.9% |
| 6M | -47.7% | -60.7% | +13.0% | -33.2% |
| YTD | -35.6% | -28.5% | -7.1% | -32.8% |
| 1Y | -36.4% | -13.2% | -23.2% | -37.3% |
| 3Y | +150.0% | -28.8% | +178.8% | +148.6% |
| 5Y | +43.3% | +28.0% | +15.4% | +24.4% |
| All | +167.4% | +33.0% | +134.5% | +116.5% |
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