+78.3%
IEMG vs LBRT
+33.5%
+44.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | +2.2% | +8.7% | -6.5% | +1.3% |
| 30D | +4.6% | +6.6% | -2.0% | +3.8% |
| 3M | +0.4% | -34.5% | +34.8% | +4.5% |
| 6M | +16.4% | -24.5% | +40.8% | +18.7% |
| YTD | +25.4% | +12.7% | +12.7% | +22.0% |
| 1Y | +38.3% | +94.8% | -56.6% | +25.2% |
| 3Y | +84.1% | +31.9% | +52.2% | +69.8% |
| 5Y | +49.0% | +111.8% | -62.8% | +25.9% |
| All | +78.3% | +33.5% | +44.8% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling