+147.2%
IWD vs LBRT
-16.2%
+163.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +1.0% |
| 7D | +1.3% | -11.9% | +13.2% | +2.6% |
| 30D | +3.6% | -31.9% | +35.5% | +8.2% |
| 3M | +2.3% | -34.9% | +37.2% | +7.2% |
| 6M | +13.0% | -60.7% | +73.7% | +25.6% |
| YTD | +26.2% | -29.2% | +55.4% | +28.2% |
| 1Y | +30.5% | -23.6% | +54.1% | +30.9% |
| 3Y | +86.2% | -26.8% | +113.0% | +81.0% |
| 5Y | +72.9% | +16.3% | +56.6% | +51.9% |
| All | +147.2% | -16.2% | +163.4% | +84.5% |
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