-14.4%
IP vs LBRT
-26.4%
+12.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.7% | +9.7% | -1.8% |
| 7D | -5.0% | -34.8% | +29.8% | +1.1% |
| 30D | +6.5% | -43.6% | +50.1% | +15.6% |
| 3M | -18.0% | -41.2% | +23.2% | -12.1% |
| 6M | +10.3% | -66.1% | +76.4% | +27.9% |
| YTD | -9.9% | -37.9% | +28.0% | -7.8% |
| 1Y | -1.1% | -33.9% | +32.8% | -0.2% |
| 3Y | +13.0% | -40.9% | +53.9% | +11.1% |
| 5Y | -12.3% | +2.1% | -14.4% | -25.4% |
| All | -14.4% | -26.4% | +12.1% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling