-6.9%
IP vs LBRT
+33.5%
-40.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | -5.3% | +8.3% | -13.5% | -6.5% |
| 30D | -10.9% | +6.1% | -17.0% | -11.9% |
| 3M | +11.2% | -34.8% | +45.9% | +17.6% |
| 6M | -10.2% | -24.8% | +14.6% | -8.2% |
| YTD | -2.0% | +12.2% | -14.2% | -7.6% |
| 1Y | -19.1% | +94.0% | -113.1% | -32.4% |
| 3Y | +20.9% | +31.3% | -10.4% | +5.0% |
| 5Y | -17.8% | +111.8% | -129.6% | -37.7% |
| All | -6.9% | +33.5% | -40.3% | -39.6% |
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 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