+108.8%
IWM vs LBRT
+33.5%
+75.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +0.1% | +8.7% | -8.6% | -1.5% |
| 30D | -1.3% | +6.6% | -7.9% | -2.6% |
| 3M | +1.6% | -34.5% | +36.1% | +8.4% |
| 6M | +13.6% | -24.5% | +38.0% | +17.2% |
| YTD | +20.8% | +12.7% | +8.0% | +14.8% |
| 1Y | +26.4% | +94.8% | -68.4% | +6.5% |
| 3Y | +60.7% | +31.9% | +28.8% | +41.0% |
| 5Y | +38.2% | +111.8% | -73.6% | +6.0% |
| All | +108.8% | +33.5% | +75.3% | +38.2% |
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