+36.3%
ITW vs LBRT
+116.2%
-79.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -0.9% |
| 7D | -0.4% | +6.9% | -7.4% | -1.1% |
| 30D | -9.4% | +7.8% | -17.2% | -10.2% |
| 3M | +7.1% | -25.3% | +32.4% | +9.7% |
| 6M | -1.9% | -19.6% | +17.7% | -0.9% |
| YTD | +10.4% | +17.2% | -6.7% | +5.9% |
| 1Y | +3.3% | +114.1% | -110.8% | -9.5% |
| 3Y | +21.0% | +27.0% | -6.0% | +10.2% |
| 5Y | +36.3% | +128.3% | -92.0% | +12.1% |
| All | +36.3% | +116.2% | -79.9% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling