+13.4%
IEFA vs LBRT
-27.7%
+41.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | +1.1% | -15.7% | +16.8% | +1.4% |
| 30D | +0.7% | -34.3% | +34.9% | +1.6% |
| 3M | -3.4% | -40.6% | +37.3% | -2.2% |
| 6M | +1.5% | -62.0% | +63.5% | +3.4% |
| YTD | +10.4% | -31.6% | +42.0% | +8.4% |
| 1Y | +13.4% | -25.8% | +39.2% | +10.7% |
| All | +13.4% | -27.7% | +41.1% | +10.7% |
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