-22.5%
LBRT vs IBN
+266.7%
-289.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +3.4% |
| 7D | -29.1% | +15.1% | -44.2% | -34.3% |
| 30D | -38.4% | +21.6% | -60.0% | -44.7% |
| 3M | -40.1% | +11.2% | -51.2% | -43.8% |
| 6M | -62.9% | +27.8% | -90.6% | -67.7% |
| YTD | -34.5% | +14.7% | -49.2% | -40.5% |
| 1Y | -30.2% | +14.4% | -44.6% | -36.5% |
| 3Y | -37.5% | +52.1% | -89.6% | -52.1% |
| 5Y | +7.6% | +70.7% | -63.1% | -24.0% |
| All | -22.5% | +266.7% | -289.2% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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