+21.7%
ITW vs LBRT
+21.3%
+0.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | -3.6% | +8.7% | -12.3% | -4.3% |
| 30D | -9.1% | +6.6% | -15.8% | -9.8% |
| 3M | +8.2% | -34.5% | +42.7% | +12.2% |
| 6M | -4.8% | -24.5% | +19.7% | -3.4% |
| YTD | +11.0% | +12.7% | -1.7% | +6.3% |
| 1Y | +4.2% | +94.8% | -90.6% | -9.0% |
| All | +21.7% | +21.3% | +0.4% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling