+8.8%
IEF vs LBRT
+33.5%
-24.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | 0.0% |
| 7D | -0.3% | +8.3% | -8.5% | -0.1% |
| 30D | -0.8% | +6.1% | -6.9% | -0.7% |
| 3M | -1.0% | -34.8% | +33.8% | -1.6% |
| 6M | -2.8% | -24.8% | +22.1% | -3.1% |
| YTD | -1.5% | +12.2% | -13.7% | -1.1% |
| 1Y | -0.4% | +94.0% | -94.4% | +1.1% |
| 3Y | +9.7% | +31.3% | -21.6% | +11.1% |
| 5Y | -8.3% | +111.8% | -120.2% | -5.7% |
| All | +8.8% | +33.5% | -24.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling