+195.0%
IAU vs LBRT
-16.4%
+211.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.2% |
| 7D | -2.0% | -1.9% | -0.1% | -2.0% |
| 30D | -4.4% | -32.0% | +27.6% | -4.0% |
| 3M | -8.9% | -39.7% | +30.8% | -8.3% |
| 6M | -15.9% | -61.1% | +45.1% | -15.0% |
| YTD | -7.8% | -29.4% | +21.6% | -7.5% |
| 1Y | -3.8% | -24.5% | +20.7% | -3.6% |
| 3Y | +104.3% | -28.1% | +132.4% | +104.1% |
| 5Y | +111.2% | +23.9% | +87.3% | +109.2% |
| All | +195.0% | -16.4% | +211.4% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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