+71.5%
IWM vs LBRT
-30.4%
+101.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +1.9% |
| 7D | +0.3% | -15.7% | +15.9% | +2.6% |
| 30D | +0.6% | -34.3% | +34.9% | +6.5% |
| 3M | -6.2% | -40.6% | +34.4% | +0.6% |
| 6M | -0.8% | -62.0% | +61.2% | +13.5% |
| YTD | +14.8% | -31.6% | +46.4% | +16.0% |
| 1Y | +16.1% | -25.8% | +41.9% | +15.3% |
| 3Y | +71.5% | -30.4% | +101.9% | +66.1% |
| All | +71.5% | -30.4% | +101.9% | +66.1% |
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 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