+108.6%
IJR vs LBRT
+33.5%
+75.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -0.2% | +8.7% | -8.9% | -1.8% |
| 30D | -2.4% | +6.6% | -9.0% | -3.8% |
| 3M | +3.9% | -34.5% | +38.4% | +11.1% |
| 6M | +12.4% | -24.5% | +36.9% | +16.0% |
| YTD | +21.5% | +12.7% | +8.8% | +15.1% |
| 1Y | +24.0% | +94.8% | -70.9% | +3.5% |
| 3Y | +49.7% | +31.9% | +17.8% | +30.2% |
| 5Y | +39.7% | +111.8% | -72.2% | +5.0% |
| All | +108.6% | +33.5% | +75.2% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling