+19.2%
IEFA vs LBRT
+119.0%
-99.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -1.1% |
| 7D | -0.5% | +10.2% | -10.6% | -0.7% |
| 30D | -1.1% | +4.9% | -6.0% | -1.2% |
| 3M | +5.1% | -21.2% | +26.3% | +5.5% |
| 6M | +9.3% | -19.9% | +29.3% | +9.6% |
| YTD | +13.0% | +20.8% | -7.8% | +11.2% |
| 1Y | +19.2% | +123.5% | -104.4% | +15.0% |
| All | +19.2% | +119.0% | -99.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling