Stock-Based Incentive Compensation Plans - Valuation Assumptions for Stock Options (Details) - Performance Shares	9 Months Ended
	Sep. 30, 2022
Black-Scholes option-pricing model assumptions
Expected volatility of common stock, minimum (percent)	48.90%
Expected volatility of common stock, maximum (percent)	58.70%
Expected volatility of peer companies, minimum (percent)	24.20%
Expected volatility of peer companies, maximum (percent)	152.50%
Correlation coefficient of peer companies, minimum	(13.00%)
Correlation coefficient of peer companies, maximum	100.00%
Risk-free interest rate, minimum (percent)	0.40%
Risk-free interest rate, maximum (percent)	1.20%
Minimum
Black-Scholes option-pricing model assumptions
Dividend yield (percent)	0.00%
Maximum
Black-Scholes option-pricing model assumptions
Dividend yield (percent)	1.00%