+227.2%
IONQ vs LNT
+72.9%
+154.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.3% | +8.4% |
| 7D | +25.5% | +0.6% | +24.9% | +25.5% |
| 30D | -11.4% | +12.4% | -23.8% | -11.4% |
| 3M | -20.5% | +6.7% | -27.2% | -20.3% |
| 6M | -28.2% | +3.9% | -32.2% | -28.2% |
| YTD | -21.2% | +16.5% | -37.8% | -21.7% |
| 1Y | -40.4% | +12.5% | -52.9% | -40.6% |
| 3Y | +214.7% | +66.9% | +147.8% | +212.2% |
| 5Y | +56.9% | +56.1% | +0.8% | +64.0% |
| All | +227.2% | +72.9% | +154.3% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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