-22.5%
LBRT vs IONS
-26.6%
+4.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.0% |
| 7D | -29.1% | -9.4% | -19.7% | -27.5% |
| 30D | -38.4% | -10.7% | -27.6% | -36.9% |
| 3M | -40.1% | -27.7% | -12.4% | -36.2% |
| 6M | -62.9% | -48.7% | -14.2% | -58.2% |
| YTD | -34.5% | -50.2% | +15.6% | -26.0% |
| 1Y | -30.2% | -46.8% | +16.6% | -22.3% |
| 3Y | -37.5% | -14.8% | -22.6% | -40.5% |
| 5Y | +7.6% | +17.0% | -9.4% | -10.5% |
| All | -22.5% | -26.6% | +4.2% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling