+49.4%
IJH vs LBRT
+131.3%
-81.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -1.2% |
| 7D | +1.0% | +6.9% | -5.9% | 0.0% |
| 30D | -3.1% | +7.8% | -10.9% | -4.4% |
| 3M | +1.9% | -25.3% | +27.2% | +5.6% |
| 6M | +11.0% | -19.6% | +30.6% | +12.8% |
| YTD | +14.7% | +17.2% | -2.4% | +8.7% |
| 1Y | +15.6% | +114.1% | -98.5% | -3.1% |
| 3Y | +52.5% | +27.0% | +25.5% | +35.6% |
| All | +49.4% | +131.3% | -81.9% | +14.9% |
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