+7.5%
IYR vs LBRT
+106.9%
-99.5%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | 0.0% |
| 7D | -0.4% | +6.9% | -7.3% | -0.3% |
| 30D | -2.5% | +7.8% | -10.3% | -2.4% |
| 3M | +1.5% | -25.3% | +26.7% | +1.6% |
| 6M | +3.9% | -19.6% | +23.4% | +3.9% |
| YTD | +9.5% | +17.2% | -7.6% | +8.6% |
| 1Y | +7.5% | +114.1% | -106.6% | +4.5% |
| All | +7.5% | +106.9% | -99.5% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling