+18.4%
IVZ vs LBRT
-14.8%
+33.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.2% | +15.4% | +6.7% |
| 7D | +2.6% | -25.3% | +28.0% | +9.2% |
| 30D | -3.5% | -32.9% | +29.4% | +4.9% |
| 3M | -7.4% | -33.3% | +25.9% | +0.3% |
| 6M | +14.7% | -61.0% | +75.7% | +38.8% |
| YTD | +14.6% | -28.0% | +42.6% | +18.1% |
| 1Y | +30.7% | -21.5% | +52.2% | +31.3% |
| 3Y | +141.8% | -31.5% | +173.3% | +137.8% |
| 5Y | +40.2% | +12.3% | +27.9% | +15.7% |
| All | +18.4% | -14.8% | +33.1% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling