+39.1%
IGV vs LBRT
-27.9%
+67.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +2.5% | +13.8% | -11.4% | +1.1% |
| 30D | -8.6% | -32.4% | +23.8% | -5.4% |
| 3M | -1.6% | -39.9% | +38.3% | +2.7% |
| 6M | +13.4% | -60.8% | +74.3% | +23.1% |
| YTD | -4.0% | -29.3% | +25.3% | -4.3% |
| 1Y | -7.6% | -18.9% | +11.2% | -9.9% |
| All | +39.1% | -27.9% | +67.0% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling