+98.4%
IWM vs LBRT
-19.0%
+117.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +1.7% |
| 7D | +0.3% | -15.7% | +15.9% | +3.1% |
| 30D | +0.6% | -34.3% | +34.9% | +7.7% |
| 3M | -6.2% | -40.6% | +34.4% | +1.9% |
| 6M | -0.8% | -62.0% | +61.2% | +15.6% |
| YTD | +14.8% | -31.6% | +46.4% | +18.3% |
| 1Y | +16.1% | -25.8% | +41.9% | +17.6% |
| 3Y | +71.5% | -30.4% | +101.9% | +68.0% |
| 5Y | +25.8% | +18.7% | +7.1% | +6.8% |
| All | +98.4% | -19.0% | +117.4% | +42.3% |
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