-10.8%
IP vs LBRT
-14.8%
+3.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.2% | +12.7% | +3.2% |
| 7D | +3.4% | -25.3% | +28.7% | +7.8% |
| 30D | +11.2% | -32.9% | +44.1% | +17.6% |
| 3M | -14.8% | -33.3% | +18.5% | -10.3% |
| 6M | +17.3% | -61.0% | +78.2% | +33.2% |
| YTD | -6.2% | -28.0% | +21.8% | -6.0% |
| 1Y | +2.3% | -21.5% | +23.8% | +0.6% |
| 3Y | +17.7% | -31.5% | +49.1% | +13.2% |
| 5Y | -8.4% | +12.3% | -20.8% | -23.1% |
| All | -10.8% | -14.8% | +3.9% | -38.5% |
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