+24.0%
IJR vs LBRT
+100.7%
-76.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.3% |
| 7D | -0.2% | +8.3% | -8.4% | -0.6% |
| 30D | -2.4% | +6.1% | -8.6% | -2.7% |
| 3M | +3.9% | -34.8% | +38.7% | +5.8% |
| 6M | +12.4% | -24.8% | +37.2% | +13.2% |
| YTD | +21.5% | +12.2% | +9.3% | +18.5% |
| 1Y | +24.0% | +94.0% | -70.0% | +17.8% |
| All | +24.0% | +100.7% | -76.7% | +17.8% |
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