+171.7%
ICE vs LBRT
-16.4%
+188.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +2.2% |
| 7D | +3.2% | -1.9% | +5.1% | +3.3% |
| 30D | +14.7% | -32.0% | +46.8% | +17.2% |
| 3M | +19.8% | -39.7% | +59.5% | +23.3% |
| 6M | +15.2% | -61.1% | +76.3% | +21.8% |
| YTD | +12.7% | -29.4% | +42.0% | +13.3% |
| 1Y | +20.4% | -24.5% | +44.9% | +20.3% |
| 3Y | +70.8% | -28.1% | +98.9% | +67.4% |
| 5Y | +43.9% | +23.9% | +20.1% | +32.2% |
| All | +171.7% | -16.4% | +188.1% | +119.8% |
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