+525.6%
IBKR vs LBRT
+33.5%
+492.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -3.3% | +8.7% | -12.0% | -4.6% |
| 30D | +4.5% | +6.6% | -2.1% | +3.3% |
| 3M | +6.5% | -34.5% | +41.0% | +12.7% |
| 6M | +34.2% | -24.5% | +58.7% | +37.9% |
| YTD | +44.5% | +12.7% | +31.7% | +38.5% |
| 1Y | +44.7% | +94.8% | -50.1% | +25.3% |
| 3Y | +306.7% | +31.9% | +274.9% | +264.4% |
| 5Y | +489.9% | +111.8% | +378.0% | +371.7% |
| All | +525.6% | +33.5% | +492.2% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling