+84.1%
IEFA vs LBRT
-16.2%
+100.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +1.3% | +13.8% | -12.6% | -0.1% |
| 30D | +0.1% | -32.4% | +32.5% | +3.9% |
| 3M | -4.2% | -39.9% | +35.7% | +0.5% |
| 6M | +1.9% | -60.8% | +62.7% | +11.2% |
| YTD | +9.9% | -29.3% | +39.2% | +11.4% |
| 1Y | +11.5% | -18.9% | +30.4% | +11.1% |
| 3Y | +66.0% | -28.0% | +94.0% | +62.4% |
| 5Y | +47.5% | +26.6% | +20.9% | +31.2% |
| All | +84.1% | -16.2% | +100.3% | +45.5% |
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