+150.0%
IONQ vs LNT
+67.4%
+82.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.4% |
| 7D | -11.5% | +1.0% | -12.5% | -11.5% |
| 30D | -8.1% | +9.6% | -17.7% | -8.8% |
| 3M | -35.8% | +5.4% | -41.2% | -35.9% |
| 6M | -47.7% | +3.1% | -50.9% | -48.0% |
| YTD | -35.6% | +16.5% | -52.1% | -38.3% |
| 1Y | -36.4% | +12.3% | -48.7% | -38.2% |
| 3Y | +150.0% | +70.3% | +79.7% | +78.4% |
| All | +150.0% | +67.4% | +82.7% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling