+41.8%
IYR vs LBRT
-27.1%
+68.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.6% | +9.2% | -8.6% | +0.2% |
| 30D | +6.6% | -27.5% | +34.1% | +7.7% |
| 3M | -1.8% | -37.9% | +36.1% | -0.1% |
| 6M | +1.4% | -60.7% | +62.1% | +5.7% |
| YTD | +10.5% | -28.5% | +39.0% | +9.7% |
| 1Y | +10.6% | -13.2% | +23.8% | +8.0% |
| 3Y | +41.8% | -28.8% | +70.6% | +35.2% |
| All | +41.8% | -27.1% | +68.9% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling