+41.7%
IGV vs LBRT
-38.0%
+79.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.7% |
| 7D | -5.2% | -29.1% | +24.0% | -2.2% |
| 30D | -10.0% | -38.4% | +28.4% | -6.1% |
| 3M | -0.5% | -40.1% | +39.5% | +3.8% |
| 6M | +12.6% | -62.9% | +75.5% | +22.7% |
| YTD | -6.4% | -34.5% | +28.1% | -6.0% |
| 1Y | -9.5% | -30.2% | +20.7% | -10.1% |
| 3Y | +41.7% | -37.5% | +79.2% | +37.4% |
| All | +41.7% | -38.0% | +79.7% | +37.4% |
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 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