+61.7%
IJR vs LBRT
-30.4%
+92.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.1% |
| 7D | +0.1% | -15.7% | +15.8% | +2.2% |
| 30D | +2.6% | -34.3% | +36.9% | +8.3% |
| 3M | -4.3% | -40.6% | +36.3% | +2.2% |
| 6M | +2.7% | -62.0% | +64.7% | +16.8% |
| YTD | +18.5% | -31.6% | +50.1% | +19.2% |
| 1Y | +20.1% | -25.8% | +45.9% | +18.6% |
| 3Y | +61.7% | -30.4% | +92.1% | +55.2% |
| All | +61.7% | -30.4% | +92.1% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling