+33.5%
LBRT vs IAG
+253.1%
-219.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +8.7% | -0.5% | +9.3% | +8.7% |
| 30D | +6.6% | +28.9% | -22.3% | +2.3% |
| 3M | -34.5% | +19.1% | -53.6% | -36.5% |
| 6M | -24.5% | -10.3% | -14.2% | -24.5% |
| YTD | +12.7% | +24.2% | -11.5% | +6.0% |
| 1Y | +94.8% | +116.5% | -21.6% | +65.3% |
| 3Y | +31.9% | +742.8% | -710.9% | -17.2% |
| 5Y | +111.8% | +753.3% | -641.5% | +24.3% |
| All | +33.5% | +253.1% | -219.6% | -5.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling