+68.4%
IEFA vs LBRT
-28.3%
+96.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +2.4% |
| 7D | +1.1% | -11.9% | +13.0% | +1.9% |
| 30D | +1.2% | -31.9% | +33.1% | +3.9% |
| 3M | -3.4% | -34.9% | +31.5% | -0.6% |
| 6M | +2.0% | -60.7% | +62.7% | +8.9% |
| YTD | +11.0% | -29.2% | +40.2% | +11.2% |
| 1Y | +15.2% | -23.6% | +38.9% | +14.3% |
| 3Y | +68.4% | -26.8% | +95.2% | +61.5% |
| All | +68.4% | -28.3% | +96.7% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling