+222.3%
IGV vs LBRT
+33.5%
+188.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -4.5% | +8.7% | -13.2% | -5.3% |
| 30D | +3.2% | +6.6% | -3.4% | +2.4% |
| 3M | +4.5% | -34.5% | +39.0% | +8.4% |
| 6M | +22.1% | -24.5% | +46.6% | +24.2% |
| YTD | -1.0% | +12.7% | -13.8% | -3.9% |
| 1Y | -2.1% | +94.8% | -97.0% | -11.2% |
| 3Y | +44.6% | +31.9% | +12.7% | +33.8% |
| 5Y | +22.2% | +111.8% | -89.7% | +5.5% |
| All | +222.3% | +33.5% | +188.9% | +150.0% |
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 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