+216.5%
IGV vs LBRT
+38.7%
+177.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.8% | -2.2% |
| 7D | -3.3% | +6.9% | -10.3% | -4.0% |
| 30D | 0.0% | +7.8% | -7.8% | -0.9% |
| 3M | +7.3% | -25.3% | +32.6% | +9.8% |
| 6M | +16.7% | -19.6% | +36.3% | +18.0% |
| YTD | -2.8% | +17.2% | -20.0% | -6.1% |
| 1Y | -6.7% | +114.1% | -120.8% | -16.2% |
| 3Y | +41.1% | +27.0% | +14.1% | +31.1% |
| 5Y | +22.0% | +128.3% | -106.3% | +4.6% |
| All | +216.5% | +38.7% | +177.7% | +144.4% |
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