+33.5%
LBRT vs IAG
+253.1%
-219.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +8.3% | -0.5% | +8.8% | +8.3% |
| 30D | +6.1% | +28.9% | -22.8% | +1.9% |
| 3M | -34.8% | +19.1% | -53.9% | -36.8% |
| 6M | -24.8% | -10.3% | -14.6% | -24.8% |
| YTD | +12.2% | +24.2% | -12.0% | +5.5% |
| 1Y | +94.0% | +116.5% | -22.5% | +64.6% |
| 3Y | +31.3% | +742.8% | -711.5% | -17.6% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling