+288.3%
IBKR vs LBRT
+29.0%
+259.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -1.2% |
| 7D | +1.3% | +10.2% | -8.9% | -0.3% |
| 30D | -0.3% | +4.9% | -5.2% | -1.2% |
| 3M | +4.7% | -21.2% | +25.9% | +7.8% |
| 6M | +34.0% | -19.9% | +54.0% | +36.4% |
| YTD | +40.8% | +20.8% | +20.0% | +31.7% |
| 1Y | +45.7% | +123.5% | -77.8% | +18.6% |
| All | +288.3% | +29.0% | +259.3% | +242.1% |
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