+12.4%
IEF vs LBRT
-38.0%
+50.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | 0.0% |
| 7D | +0.1% | -29.1% | +29.3% | -0.3% |
| 30D | +3.1% | -38.4% | +41.5% | +2.5% |
| 3M | -0.5% | -40.1% | +39.6% | -1.0% |
| 6M | -1.6% | -62.9% | +61.3% | -2.7% |
| YTD | -1.6% | -34.5% | +32.9% | -1.9% |
| 1Y | -1.5% | -30.2% | +28.7% | -1.7% |
| 3Y | +12.4% | -37.5% | +49.9% | +11.6% |
| All | +12.4% | -38.0% | +50.4% | +11.6% |
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