+91.9%
ITW vs LBRT
+43.0%
+48.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.2% |
| 7D | -1.9% | +10.2% | -12.1% | -3.2% |
| 30D | -10.4% | +4.9% | -15.2% | -11.1% |
| 3M | +3.5% | -21.2% | +24.8% | +5.8% |
| 6M | -3.4% | -19.9% | +16.6% | -2.1% |
| YTD | +8.5% | +20.8% | -12.3% | +3.2% |
| 1Y | +3.2% | +123.5% | -120.3% | -11.4% |
| 3Y | +18.9% | +30.9% | -12.0% | +7.0% |
| 5Y | +35.0% | +136.3% | -101.3% | +6.7% |
| All | +91.9% | +43.0% | +48.9% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling