+50.6%
IEMG vs LBRT
+116.2%
-65.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | -0.3% |
| 7D | +2.8% | +6.9% | -4.2% | +2.1% |
| 30D | +4.6% | +7.8% | -3.2% | +3.8% |
| 3M | +5.5% | -25.3% | +30.8% | +7.9% |
| 6M | +19.7% | -19.6% | +39.3% | +21.1% |
| YTD | +25.5% | +17.2% | +8.4% | +21.9% |
| 1Y | +35.5% | +114.1% | -78.6% | +22.7% |
| 3Y | +88.0% | +27.0% | +61.0% | +75.1% |
| 5Y | +50.6% | +128.3% | -77.7% | +30.0% |
| All | +50.6% | +116.2% | -65.6% | +30.0% |
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 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