+205.7%
IVV vs LBRT
-22.5%
+228.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.0% | -0.3% |
| 7D | -2.7% | -29.1% | +26.4% | +1.0% |
| 30D | -5.4% | -38.4% | +33.0% | -0.3% |
| 3M | -4.1% | -40.1% | +36.0% | +1.2% |
| 6M | +0.7% | -62.9% | +63.6% | +11.7% |
| YTD | +8.7% | -34.5% | +43.3% | +11.6% |
| 1Y | +11.0% | -30.2% | +41.2% | +12.8% |
| 3Y | +75.4% | -37.5% | +112.9% | +74.8% |
| 5Y | +68.3% | +7.6% | +60.7% | +52.6% |
| All | +205.7% | -22.5% | +228.2% | +140.9% |
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