+239.8%
IWF vs LBRT
-22.5%
+262.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +0.7% |
| 7D | -5.0% | -29.1% | +24.2% | -1.5% |
| 30D | -13.2% | -38.4% | +25.2% | -8.8% |
| 3M | -9.4% | -40.1% | +30.6% | -4.7% |
| 6M | -8.6% | -62.9% | +54.3% | +0.7% |
| YTD | -5.3% | -34.5% | +29.2% | -2.8% |
| 1Y | -5.0% | -30.2% | +25.2% | -3.3% |
| 3Y | +64.6% | -37.5% | +102.1% | +64.6% |
| 5Y | +50.8% | +7.6% | +43.2% | +39.1% |
| All | +239.8% | -22.5% | +262.3% | +177.4% |
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