+40.4%
ICE vs LBRT
+25.3%
+15.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +2.2% | +13.8% | -11.6% | +1.6% |
| 30D | +13.7% | -32.4% | +46.1% | +15.5% |
| 3M | +17.9% | -39.9% | +57.8% | +20.4% |
| 6M | +15.0% | -60.8% | +75.8% | +20.2% |
| YTD | +10.9% | -29.3% | +40.2% | +10.8% |
| 1Y | +17.0% | -18.9% | +35.9% | +15.5% |
| 3Y | +68.2% | -28.0% | +96.2% | +63.4% |
| 5Y | +40.4% | +26.6% | +13.8% | +27.5% |
| All | +40.4% | +25.3% | +15.1% | +27.5% |
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 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