+114.1%
LBRT vs IAG
+100.7%
+13.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +3.9% |
| 7D | +6.9% | +4.3% | +2.7% | +7.0% |
| 30D | +7.8% | +9.8% | -2.0% | +7.9% |
| 3M | -25.3% | +28.9% | -54.2% | -25.2% |
| 6M | -19.6% | -7.6% | -12.0% | -20.0% |
| YTD | +17.2% | +22.0% | -4.8% | +17.2% |
| 1Y | +114.1% | +99.5% | +14.6% | +73.7% |
| All | +114.1% | +100.7% | +13.4% | +73.7% |
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