-19.0%
LBRT vs IONS
-47.5%
+28.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.1% | +5.7% | -1.7% |
| 7D | -15.7% | -30.3% | +14.6% | -10.3% |
| 30D | -34.3% | -37.7% | +3.5% | -28.5% |
| 3M | -40.6% | -50.5% | +9.9% | -32.6% |
| 6M | -62.0% | -62.8% | +0.8% | -54.9% |
| YTD | -31.6% | -64.4% | +32.7% | -18.3% |
| 1Y | -25.8% | -59.5% | +33.7% | -13.9% |
| 3Y | -30.4% | -39.2% | +8.8% | -30.0% |
| 5Y | +18.7% | -15.3% | +34.0% | +3.9% |
| All | -19.0% | -47.5% | +28.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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