+136.6%
IR vs LBRT
+33.5%
+103.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.1% |
| 7D | -2.8% | +8.3% | -11.1% | -4.5% |
| 30D | -15.1% | +6.1% | -21.3% | -16.5% |
| 3M | +6.1% | -34.8% | +40.8% | +14.3% |
| 6M | -16.8% | -24.8% | +8.0% | -14.0% |
| YTD | -3.5% | +12.2% | -15.8% | -9.6% |
| 1Y | -3.5% | +94.0% | -97.5% | -21.7% |
| 3Y | +9.5% | +31.3% | -21.8% | -6.8% |
| 5Y | +45.1% | +111.8% | -66.7% | +3.1% |
| All | +136.6% | +33.5% | +103.2% | +58.3% |
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