+168.1%
IQV vs LBRT
+33.5%
+134.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +2.3% | +8.7% | -6.4% | +1.2% |
| 30D | +13.4% | +6.6% | +6.8% | +12.3% |
| 3M | +43.3% | -34.5% | +77.8% | +49.5% |
| 6M | +50.5% | -24.5% | +75.0% | +53.0% |
| YTD | +18.8% | +12.7% | +6.1% | +13.8% |
| 1Y | +45.5% | +94.8% | -49.4% | +27.3% |
| 3Y | +19.4% | +31.9% | -12.5% | +7.1% |
| 5Y | +1.7% | +111.8% | -110.1% | -17.7% |
| All | +168.1% | +33.5% | +134.7% | +78.5% |
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