+56.0%
IWF vs LBRT
+28.1%
+27.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +2.8% | +9.2% | -6.4% | +1.6% |
| 30D | -7.5% | -27.5% | +20.0% | -4.2% |
| 3M | -8.5% | -37.9% | +29.4% | -3.6% |
| 6M | -7.4% | -60.7% | +53.3% | +2.4% |
| YTD | -2.6% | -28.5% | +25.9% | -1.3% |
| 1Y | -1.8% | -13.2% | +11.4% | -3.2% |
| 3Y | +65.5% | -28.8% | +94.2% | +60.7% |
| All | +56.0% | +28.1% | +27.9% | +37.5% |
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