+43.0%
LBRT vs IAG
+254.1%
-211.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +0.9% | +2.8% |
| 7D | +10.2% | +1.7% | +8.5% | +9.9% |
| 30D | +4.9% | +11.4% | -6.6% | +3.0% |
| 3M | -21.2% | +33.0% | -54.3% | -25.0% |
| 6M | -19.9% | -6.0% | -14.0% | -20.5% |
| YTD | +20.8% | +24.6% | -3.8% | +13.5% |
| 1Y | +123.5% | +105.0% | +18.6% | +91.5% |
| 3Y | +30.9% | +837.9% | -807.0% | -19.4% |
| 5Y | +136.3% | +817.0% | -680.7% | +37.1% |
| All | +43.0% | +254.1% | -211.1% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling