-28.8%
LBRT vs IAG
+663.0%
-691.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +9.2% | -7.7% | +16.9% | +9.7% |
| 30D | -27.5% | +1.6% | -29.1% | -27.5% |
| 3M | -37.9% | -2.4% | -35.5% | -37.8% |
| 6M | -60.7% | -7.8% | -52.9% | -60.7% |
| YTD | -28.5% | +5.0% | -33.5% | -29.8% |
| 1Y | -13.2% | +25.7% | -38.9% | -16.0% |
| 3Y | -28.8% | +694.5% | -723.3% | -45.6% |
| All | -28.8% | +663.0% | -691.8% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling