-19.0%
LBRT vs IBB
+99.5%
-118.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.7% |
| 7D | -15.7% | +0.8% | -16.5% | -15.9% |
| 30D | -34.3% | +5.2% | -39.4% | -36.3% |
| 3M | -40.6% | +8.6% | -49.2% | -44.3% |
| 6M | -62.0% | +27.8% | -89.8% | -68.5% |
| YTD | -31.6% | +28.8% | -60.4% | -44.1% |
| 1Y | -25.8% | +36.4% | -62.2% | -41.9% |
| 3Y | -30.4% | +89.3% | -119.7% | -57.5% |
| 5Y | +18.7% | +43.3% | -24.6% | -12.8% |
| All | -19.0% | +99.5% | -118.5% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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