+65.1%
IVZ vs LBRT
+114.2%
-49.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +0.6% | +8.3% | -7.6% | -1.1% |
| 30D | +4.0% | +6.1% | -2.1% | +2.5% |
| 3M | +18.2% | -34.8% | +52.9% | +27.9% |
| 6M | +32.8% | -24.8% | +57.7% | +38.1% |
| YTD | +28.7% | +12.2% | +16.5% | +21.1% |
| 1Y | +55.4% | +94.0% | -38.6% | +25.3% |
| 3Y | +135.2% | +31.3% | +103.9% | +99.9% |
| All | +65.1% | +114.2% | -49.1% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling