+5.4%
IYR vs LBRT
+28.1%
-22.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.6% | +9.2% | -8.6% | 0.0% |
| 30D | +6.6% | -27.5% | +34.1% | +8.6% |
| 3M | -1.8% | -37.9% | +36.1% | +1.1% |
| 6M | +1.4% | -60.7% | +62.1% | +8.1% |
| YTD | +10.5% | -28.5% | +39.0% | +10.5% |
| 1Y | +10.6% | -13.2% | +23.8% | +8.3% |
| 3Y | +41.8% | -28.8% | +70.6% | +36.8% |
| All | +5.4% | +28.1% | -22.7% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling