+33.5%
LBRT vs IBB
+94.7%
-61.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | +8.3% | +1.4% | +6.8% | +7.2% |
| 30D | +6.1% | +10.5% | -4.4% | -1.4% |
| 3M | -34.8% | +23.6% | -58.4% | -44.3% |
| 6M | -24.8% | +22.6% | -47.5% | -36.4% |
| YTD | +12.2% | +25.7% | -13.5% | -6.6% |
| 1Y | +94.0% | +51.4% | +42.6% | +40.7% |
| 3Y | +31.3% | +64.4% | -33.1% | -11.4% |
| 5Y | +111.8% | +22.1% | +89.7% | +77.8% |
| All | +33.5% | +94.7% | -61.2% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling