-26.8%
LBRT vs IAG
+755.2%
-782.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.8% | +2.4% | +7.8% |
| 7D | -11.9% | +24.0% | -35.9% | -12.8% |
| 30D | -31.9% | +5.5% | -37.5% | -32.1% |
| 3M | -34.9% | +8.3% | -43.2% | -35.2% |
| 6M | -60.7% | +6.1% | -66.8% | -61.0% |
| YTD | -29.2% | +20.3% | -49.5% | -30.9% |
| 1Y | -23.6% | +56.5% | -80.1% | -26.9% |
| 3Y | -26.8% | +762.6% | -789.4% | -43.3% |
| All | -26.8% | +755.2% | -782.0% | -43.3% |
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