+66.4%
IYR vs LBRT
-22.5%
+88.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.1% |
| 7D | +2.0% | -29.1% | +31.1% | +4.8% |
| 30D | +8.2% | -38.4% | +46.6% | +12.5% |
| 3M | -1.7% | -40.1% | +38.3% | +2.2% |
| 6M | -0.4% | -62.9% | +62.5% | +7.7% |
| YTD | +9.9% | -34.5% | +44.4% | +11.6% |
| 1Y | +10.4% | -30.2% | +40.7% | +11.3% |
| 3Y | +38.4% | -37.5% | +75.9% | +36.9% |
| 5Y | +5.2% | +7.6% | -2.4% | -4.0% |
| All | +66.4% | -22.5% | +88.9% | +24.4% |
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