+46.1%
ICE vs LBRT
+26.0%
+20.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -0.7% | +8.7% | -9.4% | -0.9% |
| 30D | +7.6% | +6.6% | +1.0% | +7.4% |
| 3M | +13.9% | -34.5% | +48.4% | +15.6% |
| 6M | -2.4% | -24.5% | +22.1% | -1.7% |
| YTD | +0.3% | +12.7% | -12.5% | -1.3% |
| 1Y | -6.4% | +94.8% | -101.3% | -11.2% |
| All | +46.1% | +26.0% | +20.1% | +38.5% |
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