-26.4%
LBRT vs IBB
+92.9%
-119.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -5.0% | -8.7% | -10.3% |
| 7D | -34.8% | -3.6% | -31.2% | -33.0% |
| 30D | -43.6% | +3.4% | -47.0% | -44.8% |
| 3M | -41.2% | +9.5% | -50.7% | -45.3% |
| 6M | -66.1% | +23.3% | -89.4% | -71.2% |
| YTD | -37.9% | +24.5% | -62.4% | -48.2% |
| 1Y | -33.9% | +32.9% | -66.8% | -47.4% |
| 3Y | -40.9% | +76.6% | -117.4% | -62.1% |
| 5Y | +2.1% | +35.5% | -33.4% | -21.9% |
| All | -26.4% | +92.9% | -119.3% | -61.1% |
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