-16.2%
LBRT vs IONS
-42.3%
+26.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -21.4% | +29.5% | +12.2% |
| 7D | -11.9% | -24.8% | +12.9% | -7.6% |
| 30D | -31.9% | -31.5% | -0.4% | -27.3% |
| 3M | -34.9% | -45.2% | +10.3% | -27.5% |
| 6M | -60.7% | -59.1% | -1.6% | -54.1% |
| YTD | -29.2% | -60.8% | +31.6% | -16.9% |
| 1Y | -23.6% | -57.9% | +34.2% | -11.9% |
| 3Y | -26.8% | -34.5% | +7.6% | -27.3% |
| 5Y | +16.3% | -8.8% | +25.1% | +0.7% |
| All | -16.2% | -42.3% | +26.1% | -21.1% |
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