+77.5%
IEMG vs LBRT
+43.0%
+34.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.9% |
| 7D | +1.6% | +10.2% | -8.6% | +0.5% |
| 30D | +4.6% | +4.9% | -0.2% | +4.0% |
| 3M | +4.8% | -21.2% | +26.1% | +6.9% |
| 6M | +16.8% | -19.9% | +36.8% | +18.5% |
| YTD | +24.8% | +20.8% | +4.1% | +20.5% |
| 1Y | +34.3% | +123.5% | -89.2% | +19.8% |
| 3Y | +87.0% | +30.9% | +56.0% | +72.7% |
| 5Y | +49.9% | +136.3% | -86.3% | +25.1% |
| All | +77.5% | +43.0% | +34.5% | +34.8% |
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 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