+17.2%
IVZ vs LBRT
-15.3%
+32.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +7.6% | +9.2% | -1.6% | +5.4% |
| 30D | +4.3% | -27.5% | +31.9% | +11.3% |
| 3M | -9.3% | -37.9% | +28.5% | -0.2% |
| 6M | +5.2% | -60.7% | +66.0% | +27.1% |
| YTD | +13.4% | -28.5% | +41.9% | +17.0% |
| 1Y | +25.4% | -13.2% | +38.6% | +23.0% |
| 3Y | +152.5% | -28.8% | +181.3% | +145.9% |
| 5Y | +36.7% | +28.0% | +8.7% | +9.2% |
| All | +17.2% | -15.3% | +32.5% | -19.4% |
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