+153.6%
IR vs LBRT
-26.4%
+180.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | +0.1% |
| 7D | +2.3% | -34.8% | +37.1% | +11.3% |
| 30D | +3.3% | -43.6% | +46.9% | +15.7% |
| 3M | -9.0% | -41.2% | +32.2% | +0.4% |
| 6M | +8.0% | -66.1% | +74.1% | +32.2% |
| YTD | +3.4% | -37.9% | +41.3% | +8.7% |
| 1Y | +4.5% | -33.9% | +38.4% | +8.0% |
| 3Y | +25.6% | -40.9% | +66.4% | +26.2% |
| 5Y | +43.8% | +2.1% | +41.7% | +19.8% |
| All | +153.6% | -26.4% | +180.1% | +90.6% |
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