+15.0%
IWM vs LBRT
-31.1%
+46.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.6% |
| 7D | -2.0% | -29.1% | +27.1% | 0.0% |
| 30D | -1.5% | -38.4% | +36.9% | +1.5% |
| 3M | -8.0% | -40.1% | +32.1% | -5.2% |
| 6M | -4.1% | -62.9% | +58.8% | +2.3% |
| YTD | +11.9% | -34.5% | +46.5% | +8.2% |
| 1Y | +15.0% | -30.2% | +45.2% | +9.1% |
| All | +15.0% | -31.1% | +46.1% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling