+19.5%
IVZ vs LBRT
-31.1%
+50.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.6% |
| 7D | -2.4% | -29.1% | +26.7% | +0.5% |
| 30D | -11.2% | -38.4% | +27.2% | -7.3% |
| 3M | -14.0% | -40.1% | +26.1% | -10.1% |
| 6M | +0.5% | -62.9% | +63.3% | +9.4% |
| YTD | +5.4% | -34.5% | +40.0% | +6.9% |
| 1Y | +19.5% | -30.2% | +49.7% | +21.7% |
| All | +19.5% | -31.1% | +50.6% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling