+228.2%
IONQ vs LBRT
-30.4%
+258.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.2% |
| 7D | +16.7% | -15.7% | +32.3% | +23.6% |
| 30D | -12.3% | -34.3% | +22.0% | +0.5% |
| 3M | -17.7% | -40.6% | +22.9% | -2.8% |
| 6M | -28.9% | -62.0% | +33.1% | -4.2% |
| YTD | -22.0% | -31.6% | +9.6% | -18.6% |
| 1Y | -36.8% | -25.8% | -11.0% | -36.0% |
| 3Y | +228.2% | -30.4% | +258.6% | +231.2% |
| All | +228.2% | -30.4% | +258.6% | +231.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling