+74.2%
IWD vs LBRT
+22.2%
+52.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.1% |
| 7D | -0.6% | -1.9% | +1.3% | -0.5% |
| 30D | +3.6% | -32.0% | +35.6% | +7.6% |
| 3M | +2.7% | -39.7% | +42.3% | +7.9% |
| 6M | +13.2% | -61.1% | +74.3% | +24.6% |
| YTD | +26.8% | -29.4% | +56.1% | +27.9% |
| 1Y | +29.3% | -24.5% | +53.7% | +28.9% |
| 3Y | +85.1% | -28.1% | +113.2% | +78.6% |
| 5Y | +74.2% | +23.9% | +50.3% | +52.3% |
| All | +74.2% | +22.2% | +52.0% | +52.3% |
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 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