+8.9%
IVZ vs LBRT
-26.4%
+35.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -13.7% | +5.7% | -4.9% |
| 7D | -6.7% | -34.8% | +28.1% | +2.4% |
| 30D | -10.9% | -43.6% | +32.7% | +0.8% |
| 3M | -14.8% | -41.2% | +26.4% | -5.1% |
| 6M | +2.4% | -66.1% | +68.5% | +27.9% |
| YTD | +5.4% | -37.9% | +43.3% | +12.3% |
| 1Y | +19.6% | -33.9% | +53.4% | +25.0% |
| 3Y | +122.4% | -40.9% | +163.3% | +126.2% |
| 5Y | +28.8% | +2.1% | +26.6% | +8.5% |
| All | +8.9% | -26.4% | +35.3% | -22.6% |
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 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