-8.0%
IEF vs LBRT
+115.1%
-123.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -0.3% | +8.7% | -9.0% | -0.1% |
| 30D | -0.8% | +6.6% | -7.4% | -0.7% |
| 3M | -1.0% | -34.5% | +33.5% | -1.6% |
| 6M | -2.8% | -24.5% | +21.7% | -3.1% |
| YTD | -1.5% | +12.7% | -14.2% | -1.1% |
| 1Y | -0.4% | +94.8% | -95.3% | +1.2% |
| 3Y | +9.7% | +31.9% | -22.2% | +11.1% |
| All | -8.0% | +115.1% | -123.1% | -4.2% |
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