+5.5%
IYR vs LBRT
+115.1%
-109.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -1.2% | +8.7% | -10.0% | -1.9% |
| 30D | -2.9% | +6.6% | -9.5% | -3.4% |
| 3M | +0.8% | -34.5% | +35.3% | +3.8% |
| 6M | +1.9% | -24.5% | +26.3% | +3.2% |
| YTD | +9.6% | +12.7% | -3.1% | +6.6% |
| 1Y | +8.1% | +94.8% | -86.8% | -1.4% |
| 3Y | +29.2% | +31.9% | -2.7% | +19.0% |
| All | +5.5% | +115.1% | -109.7% | -7.9% |
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