+104.9%
IJR vs LBRT
+43.0%
+61.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.7% |
| 7D | -1.1% | +10.2% | -11.3% | -2.9% |
| 30D | -3.6% | +4.9% | -8.5% | -4.7% |
| 3M | +2.3% | -21.2% | +23.5% | +5.7% |
| 6M | +14.3% | -19.9% | +34.3% | +16.7% |
| YTD | +19.3% | +20.8% | -1.5% | +11.6% |
| 1Y | +22.6% | +123.5% | -100.9% | -0.4% |
| 3Y | +53.5% | +30.9% | +22.6% | +34.0% |
| 5Y | +39.9% | +136.3% | -96.4% | +2.9% |
| All | +104.9% | +43.0% | +61.9% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling