+147.2%
IWD vs LBRT
-19.0%
+166.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.5% |
| 7D | +1.6% | -15.7% | +17.2% | +3.5% |
| 30D | +3.6% | -34.3% | +37.9% | +8.7% |
| 3M | +2.0% | -40.6% | +42.7% | +8.2% |
| 6M | +13.1% | -62.0% | +75.1% | +26.2% |
| YTD | +26.2% | -31.6% | +57.8% | +28.8% |
| 1Y | +29.6% | -25.8% | +55.4% | +30.4% |
| 3Y | +84.3% | -30.4% | +114.7% | +80.3% |
| 5Y | +73.4% | +18.7% | +54.8% | +51.9% |
| All | +147.2% | -19.0% | +166.3% | +85.3% |
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