+56.5%
IOT vs LBRT
+148.2%
-91.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.1% |
| 7D | +5.1% | +10.2% | -5.1% | +3.8% |
| 30D | -3.0% | +4.9% | -7.9% | -3.7% |
| 3M | +15.0% | -21.2% | +36.2% | +17.6% |
| 6M | +13.1% | -19.9% | +33.1% | +14.6% |
| YTD | +9.0% | +20.8% | -11.7% | +2.5% |
| 1Y | +0.1% | +123.5% | -123.4% | -16.3% |
| 3Y | +26.4% | +30.9% | -4.5% | +11.3% |
| All | +56.5% | +148.2% | -91.8% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling