+64.6%
IWF vs LBRT
-38.0%
+102.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +0.6% |
| 7D | -5.0% | -29.1% | +24.2% | -1.2% |
| 30D | -13.2% | -38.4% | +25.2% | -8.4% |
| 3M | -9.4% | -40.1% | +30.6% | -4.3% |
| 6M | -8.6% | -62.9% | +54.3% | +1.5% |
| YTD | -5.3% | -34.5% | +29.2% | -3.4% |
| 1Y | -5.0% | -30.2% | +25.2% | -4.1% |
| 3Y | +64.6% | -37.5% | +102.1% | +61.0% |
| All | +64.6% | -38.0% | +102.6% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling