+142.3%
IWD vs LBRT
-22.5%
+164.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.7% | -1.1% |
| 7D | -0.5% | -29.1% | +28.7% | +3.7% |
| 30D | +2.7% | -38.4% | +41.0% | +8.7% |
| 3M | +0.9% | -40.1% | +40.9% | +6.9% |
| 6M | +10.5% | -62.9% | +73.4% | +23.8% |
| YTD | +23.7% | -34.5% | +58.2% | +27.0% |
| 1Y | +28.7% | -30.2% | +58.9% | +30.7% |
| 3Y | +79.7% | -37.5% | +117.2% | +78.4% |
| 5Y | +69.7% | +7.6% | +62.1% | +50.7% |
| All | +142.3% | -22.5% | +164.8% | +82.8% |
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