+23.9%
LBRT vs IONS
-14.9%
+38.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | -1.9% | -29.4% | +27.5% | +1.6% |
| 30D | -32.0% | -35.1% | +3.1% | -28.8% |
| 3M | -39.7% | -48.9% | +9.2% | -35.1% |
| 6M | -61.1% | -62.4% | +1.3% | -56.7% |
| YTD | -29.4% | -64.2% | +34.8% | -21.0% |
| 1Y | -24.5% | -60.9% | +36.4% | -16.6% |
| 3Y | -28.1% | -38.9% | +10.8% | -29.2% |
| 5Y | +23.9% | -15.6% | +39.5% | +12.1% |
| All | +23.9% | -14.9% | +38.8% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling