+19.5%
ICE vs LBRT
-27.7%
+47.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.2% |
| 7D | +3.2% | -15.7% | +18.8% | +2.3% |
| 30D | +12.9% | -34.3% | +47.2% | +11.2% |
| 3M | +17.5% | -40.6% | +58.2% | +15.5% |
| 6M | +14.0% | -62.0% | +76.0% | +13.2% |
| YTD | +10.0% | -31.6% | +41.6% | +5.6% |
| 1Y | +19.5% | -25.8% | +45.3% | +14.2% |
| All | +19.5% | -27.7% | +47.3% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling