+128.7%
IVZ vs LBRT
-38.0%
+166.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -1.0% |
| 7D | -2.4% | -29.1% | +26.7% | +3.7% |
| 30D | -11.2% | -38.4% | +27.2% | -3.2% |
| 3M | -14.0% | -40.1% | +26.1% | -6.1% |
| 6M | +0.5% | -62.9% | +63.3% | +19.9% |
| YTD | +5.4% | -34.5% | +40.0% | +8.7% |
| 1Y | +19.5% | -30.2% | +49.7% | +20.8% |
| 3Y | +128.7% | -37.5% | +166.2% | +126.9% |
| All | +128.7% | -38.0% | +166.7% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling