+52.7%
IEFA vs LBRT
+116.2%
-63.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | +1.2% | +6.9% | -5.8% | +0.5% |
| 30D | -0.6% | +7.8% | -8.4% | -1.4% |
| 3M | +6.2% | -25.3% | +31.5% | +8.6% |
| 6M | +11.2% | -19.6% | +30.7% | +12.3% |
| YTD | +14.2% | +17.2% | -3.0% | +10.5% |
| 1Y | +20.0% | +114.1% | -94.1% | +7.7% |
| 3Y | +68.8% | +27.0% | +41.8% | +56.1% |
| 5Y | +52.7% | +128.3% | -75.6% | +28.8% |
| All | +52.7% | +116.2% | -63.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling