+68.3%
IYR vs LBRT
-16.4%
+84.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.5% |
| 7D | -1.2% | -1.9% | +0.7% | -1.2% |
| 30D | +6.1% | -32.0% | +38.1% | +9.3% |
| 3M | +0.9% | -39.7% | +40.6% | +4.9% |
| 6M | +1.2% | -61.1% | +62.2% | +8.9% |
| YTD | +11.1% | -29.4% | +40.5% | +12.1% |
| 1Y | +9.0% | -24.5% | +33.4% | +9.0% |
| 3Y | +41.4% | -28.1% | +69.5% | +38.0% |
| 5Y | +6.7% | +23.9% | -17.2% | -4.0% |
| All | +68.3% | -16.4% | +84.7% | +25.0% |
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