+173.5%
IONQ vs LBRT
+33.9%
+139.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.2% | +9.7% | +1.7% |
| 7D | -8.9% | -25.3% | +16.4% | -1.2% |
| 30D | -31.3% | -32.9% | +1.6% | -23.4% |
| 3M | -29.2% | -33.3% | +4.1% | -21.2% |
| 6M | -35.4% | -61.0% | +25.5% | -17.5% |
| YTD | -34.2% | -28.0% | -6.2% | -31.6% |
| 1Y | -44.7% | -21.5% | -23.2% | -43.8% |
| 3Y | +155.1% | -31.5% | +186.6% | +155.3% |
| 5Y | +79.8% | +12.3% | +67.5% | +55.7% |
| All | +173.5% | +33.9% | +139.7% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling