+8.7%
IEF vs LBRT
+38.7%
-30.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | 0.0% |
| 7D | +0.1% | +6.9% | -6.9% | +0.2% |
| 30D | -0.7% | +7.8% | -8.5% | -0.6% |
| 3M | -0.4% | -25.3% | +24.8% | -0.8% |
| 6M | -2.5% | -19.6% | +17.1% | -2.7% |
| YTD | -1.6% | +17.2% | -18.8% | -1.1% |
| 1Y | -1.3% | +114.1% | -115.4% | +0.4% |
| 3Y | +10.1% | +27.0% | -16.9% | +11.5% |
| 5Y | -8.3% | +128.3% | -136.6% | -5.5% |
| All | +8.7% | +38.7% | -30.0% | +12.5% |
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 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