+84.8%
IEFA vs LBRT
-19.0%
+103.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.2% |
| 7D | +1.1% | -15.7% | +16.8% | +2.7% |
| 30D | +0.7% | -34.3% | +34.9% | +4.8% |
| 3M | -3.4% | -40.6% | +37.3% | +1.5% |
| 6M | +1.5% | -62.0% | +63.5% | +11.2% |
| YTD | +10.4% | -31.6% | +42.0% | +12.3% |
| 1Y | +13.4% | -25.8% | +39.2% | +14.1% |
| 3Y | +66.7% | -30.4% | +97.0% | +63.6% |
| 5Y | +49.5% | +18.7% | +30.8% | +34.0% |
| All | +84.8% | -19.0% | +103.9% | +46.6% |
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 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