-15.3%
LBRT vs IONS
-45.9%
+30.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | -0.1% |
| 7D | +9.2% | -26.3% | +35.5% | +14.6% |
| 30D | -27.5% | -31.9% | +4.4% | -22.5% |
| 3M | -37.9% | -48.0% | +10.1% | -30.2% |
| 6M | -60.7% | -62.6% | +1.8% | -53.4% |
| YTD | -28.5% | -63.3% | +34.8% | -15.1% |
| 1Y | -13.2% | -58.4% | +45.2% | +0.2% |
| 3Y | -28.8% | -38.2% | +9.4% | -28.5% |
| 5Y | +28.0% | -11.1% | +39.1% | +10.8% |
| All | -15.3% | -45.9% | +30.6% | -19.4% |
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