+144.7%
IONQ vs LBRT
+15.5%
+129.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -13.7% | +3.2% | -6.6% |
| 7D | -16.7% | -34.8% | +18.1% | -6.0% |
| 30D | -38.9% | -43.6% | +4.6% | -28.4% |
| 3M | -33.8% | -41.2% | +7.4% | -23.6% |
| 6M | -44.9% | -66.1% | +21.1% | -26.7% |
| YTD | -41.1% | -37.9% | -3.2% | -36.1% |
| 1Y | -52.3% | -33.9% | -18.4% | -49.0% |
| 3Y | +128.2% | -40.9% | +169.1% | +138.5% |
| 5Y | +37.2% | +2.1% | +35.0% | +24.0% |
| All | +144.7% | +15.5% | +129.2% | +106.1% |
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 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