-12.3%
IP vs LBRT
+1.0%
-13.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.7% | +9.7% | -2.5% |
| 7D | -5.0% | -34.8% | +29.8% | -0.9% |
| 30D | +6.5% | -43.6% | +50.1% | +12.7% |
| 3M | -18.0% | -41.2% | +23.2% | -14.0% |
| 6M | +10.3% | -66.1% | +76.4% | +23.3% |
| YTD | -9.9% | -37.9% | +28.0% | -10.1% |
| 1Y | -1.1% | -33.9% | +32.8% | -2.7% |
| 3Y | +13.0% | -40.9% | +53.9% | +7.9% |
| 5Y | -12.3% | +2.1% | -14.4% | -25.0% |
| All | -12.3% | +1.0% | -13.3% | -25.0% |
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