+36.5%
IJH vs LBRT
+28.1%
+8.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +2.3% | +9.2% | -6.9% | +0.9% |
| 30D | +2.1% | -27.5% | +29.6% | +6.4% |
| 3M | -5.7% | -37.9% | +32.2% | +0.4% |
| 6M | +1.4% | -60.7% | +62.1% | +14.8% |
| YTD | +12.6% | -28.5% | +41.1% | +13.8% |
| 1Y | +16.1% | -13.2% | +29.3% | +13.2% |
| 3Y | +57.8% | -28.8% | +86.6% | +52.0% |
| All | +36.5% | +28.1% | +8.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling