+91.6%
IWM vs LBRT
-26.4%
+118.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.7% | +9.1% | -2.1% |
| 7D | -4.6% | -34.8% | +30.2% | +2.5% |
| 30D | -3.7% | -43.6% | +39.9% | +6.0% |
| 3M | -9.4% | -41.2% | +31.9% | -1.4% |
| 6M | -3.6% | -66.1% | +62.5% | +14.6% |
| YTD | +10.8% | -37.9% | +48.7% | +16.2% |
| 1Y | +11.9% | -33.9% | +45.8% | +15.6% |
| 3Y | +60.6% | -40.9% | +101.4% | +62.0% |
| 5Y | +19.2% | +2.1% | +17.1% | +4.0% |
| All | +91.6% | -26.4% | +118.0% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling