-21.5%
LBRT vs IAG
+56.5%
-78.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +10.2% | -21.4% | -11.3% |
| 7D | -25.3% | +1.1% | -26.4% | -25.1% |
| 30D | -32.9% | -5.3% | -27.6% | -32.5% |
| 3M | -33.3% | +18.0% | -51.4% | -33.4% |
| 6M | -61.0% | +7.1% | -68.1% | -60.8% |
| YTD | -28.0% | +5.9% | -34.0% | -30.8% |
| 1Y | -21.5% | +59.4% | -80.9% | -30.4% |
| All | -21.5% | +56.5% | -78.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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