+33.0%
IVZ vs LBRT
+33.5%
-0.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +0.6% | +8.7% | -8.1% | -1.3% |
| 30D | +4.0% | +6.6% | -2.6% | +2.2% |
| 3M | +18.2% | -34.5% | +52.6% | +28.5% |
| 6M | +32.8% | -24.5% | +57.3% | +38.4% |
| YTD | +28.7% | +12.7% | +16.0% | +20.9% |
| 1Y | +55.4% | +94.8% | -39.5% | +25.0% |
| 3Y | +135.2% | +31.9% | +103.4% | +99.8% |
| 5Y | +64.2% | +111.8% | -47.6% | +17.1% |
| All | +33.0% | +33.5% | -0.5% | -16.6% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling