+23.8%
IWM vs LBRT
+28.1%
-4.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +1.4% | +9.2% | -7.8% | -0.1% |
| 30D | +2.3% | -27.5% | +29.8% | +7.2% |
| 3M | -8.3% | -37.9% | +29.6% | -1.6% |
| 6M | -1.3% | -60.7% | +59.4% | +13.7% |
| YTD | +13.5% | -28.5% | +42.0% | +15.0% |
| 1Y | +18.4% | -13.2% | +31.6% | +15.2% |
| 3Y | +69.6% | -28.8% | +98.4% | +63.5% |
| All | +23.8% | +28.1% | -4.3% | +1.6% |
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