+218.8%
IVV vs LBRT
-14.8%
+233.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -11.2% | +12.8% | +2.9% |
| 7D | -0.7% | -25.3% | +24.6% | +2.5% |
| 30D | -1.0% | -32.9% | +31.8% | +3.3% |
| 3M | -0.3% | -33.3% | +33.0% | +3.9% |
| 6M | +7.4% | -61.0% | +68.3% | +18.4% |
| YTD | +13.4% | -28.0% | +41.4% | +15.2% |
| 1Y | +14.8% | -21.5% | +36.3% | +15.2% |
| 3Y | +83.3% | -31.5% | +114.8% | +80.9% |
| 5Y | +76.1% | +12.3% | +63.8% | +59.0% |
| All | +218.8% | -14.8% | +233.5% | +148.6% |
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