+23.9%
IP vs LBRT
+25.4%
-1.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | -5.3% | +8.3% | -13.5% | -5.9% |
| 30D | -10.9% | +6.1% | -17.0% | -11.4% |
| 3M | +11.2% | -34.8% | +45.9% | +15.5% |
| 6M | -10.2% | -24.8% | +14.6% | -9.1% |
| YTD | -2.0% | +12.2% | -14.2% | -8.0% |
| 1Y | -19.1% | +94.0% | -113.1% | -33.3% |
| All | +23.9% | +25.4% | -1.5% | +8.9% |
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