+8.0%
IEF vs LBRT
-16.4%
+24.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | 0.0% |
| 7D | -0.8% | -1.9% | +1.1% | -0.8% |
| 30D | +2.0% | -32.0% | +34.1% | +1.4% |
| 3M | -1.1% | -39.7% | +38.6% | -1.8% |
| 6M | -1.9% | -61.1% | +59.2% | -3.3% |
| YTD | -2.2% | -29.4% | +27.1% | -2.5% |
| 1Y | -2.3% | -24.5% | +22.1% | -2.5% |
| 3Y | +11.6% | -28.1% | +39.7% | +11.9% |
| 5Y | -7.1% | +23.9% | -30.9% | -5.2% |
| All | +8.0% | -16.4% | +24.4% | +10.9% |
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