+65.9%
IYR vs LBRT
+38.7%
+27.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.4% |
| 7D | -0.4% | +6.9% | -7.3% | -1.0% |
| 30D | -2.5% | +7.8% | -10.3% | -3.3% |
| 3M | +1.5% | -25.3% | +26.7% | +3.6% |
| 6M | +3.9% | -19.6% | +23.4% | +4.8% |
| YTD | +9.5% | +17.2% | -7.6% | +6.2% |
| 1Y | +7.5% | +114.1% | -106.6% | -3.0% |
| 3Y | +30.8% | +27.0% | +3.8% | +21.6% |
| 5Y | +4.8% | +128.3% | -123.5% | -10.7% |
| All | +65.9% | +38.7% | +27.2% | +18.4% |
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