+484.9%
IBKR vs LBRT
+117.3%
+367.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | 0.0% |
| 7D | -3.8% | +2.3% | -6.1% | -4.2% |
| 30D | -0.3% | -2.9% | +2.6% | 0.0% |
| 3M | +4.8% | -26.1% | +30.9% | +8.9% |
| 6M | +30.8% | -26.2% | +56.9% | +34.8% |
| YTD | +39.5% | +13.7% | +25.8% | +32.7% |
| 1Y | +43.7% | +93.6% | -49.9% | +22.8% |
| 3Y | +284.7% | +23.2% | +261.4% | +243.3% |
| 5Y | +484.9% | +125.5% | +359.4% | +338.7% |
| All | +484.9% | +117.3% | +367.6% | +338.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling