+55.4%
IOT vs LBRT
+135.9%
-80.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | -4.5% | +1.8% | -6.3% | -4.8% |
| 30D | -2.4% | -2.5% | 0.0% | -2.3% |
| 3M | +19.0% | -24.9% | +43.9% | +22.4% |
| 6M | +19.6% | -29.5% | +49.1% | +23.4% |
| YTD | +8.3% | +14.7% | -6.5% | +2.3% |
| 1Y | -0.8% | +91.7% | -92.5% | -15.0% |
| 3Y | +24.4% | +24.6% | -0.2% | +10.1% |
| All | +55.4% | +135.9% | -80.5% | +38.5% |
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