-22.5%
LBRT vs IBB
+96.3%
-118.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.6% | +4.2% |
| 7D | -29.1% | -1.8% | -27.3% | -28.0% |
| 30D | -38.4% | +5.1% | -43.4% | -40.3% |
| 3M | -40.1% | +10.7% | -50.8% | -44.6% |
| 6M | -62.9% | +22.9% | -85.8% | -68.4% |
| YTD | -34.5% | +26.7% | -61.2% | -46.0% |
| 1Y | -30.2% | +35.1% | -65.3% | -45.1% |
| 3Y | -37.5% | +80.2% | -117.7% | -60.5% |
| 5Y | +7.6% | +37.8% | -30.2% | -18.6% |
| All | -22.5% | +96.3% | -118.7% | -59.4% |
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