+104.1%
IAU vs LBRT
-38.0%
+142.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -0.8% |
| 7D | +4.7% | -29.1% | +33.9% | +5.1% |
| 30D | -0.9% | -38.4% | +37.5% | -0.4% |
| 3M | -4.4% | -40.1% | +35.7% | -3.9% |
| 6M | -13.5% | -62.9% | +49.4% | -12.6% |
| YTD | -5.9% | -34.5% | +28.6% | -5.6% |
| 1Y | +1.9% | -30.2% | +32.1% | +2.2% |
| 3Y | +104.1% | -37.5% | +141.5% | +106.1% |
| All | +104.1% | -38.0% | +142.0% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling