+274.7%
IONQ vs LNT
+60.3%
+214.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.4% |
| 7D | +7.1% | +1.0% | +6.1% | +7.1% |
| 30D | -8.9% | -1.1% | -7.8% | -8.9% |
| 3M | -35.6% | -3.6% | -32.0% | -35.6% |
| 6M | +13.3% | -2.7% | +15.9% | +13.1% |
| YTD | -9.8% | +8.0% | -17.8% | -10.5% |
| 1Y | -1.3% | +10.5% | -11.8% | -2.2% |
| 3Y | +109.3% | +49.6% | +59.7% | +107.1% |
| 5Y | +304.7% | +32.2% | +272.5% | +308.0% |
| All | +274.7% | +60.3% | +214.4% | +355.9% |
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