+24.2%
IJR vs LBRT
-25.0%
+49.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.2% | +12.5% | +1.8% |
| 7D | +2.3% | -25.3% | +27.6% | +3.5% |
| 30D | +2.8% | -32.9% | +35.7% | +4.6% |
| 3M | -4.6% | -33.3% | +28.7% | -3.0% |
| 6M | +5.7% | -61.0% | +66.6% | +10.5% |
| YTD | +19.9% | -28.0% | +47.9% | +14.9% |
| 1Y | +24.2% | -21.5% | +45.7% | +16.4% |
| All | +24.2% | -25.0% | +49.2% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling