+94.0%
LBRT vs IFF
+34.4%
+59.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +8.3% | -1.8% | +10.1% | +7.8% |
| 30D | +6.1% | -2.0% | +8.1% | +5.9% |
| 3M | -34.8% | +18.5% | -53.3% | -31.5% |
| 6M | -24.8% | +11.7% | -36.5% | -20.0% |
| YTD | +12.2% | +29.6% | -17.3% | +21.5% |
| 1Y | +94.0% | +35.0% | +59.0% | +100.9% |
| All | +94.0% | +34.4% | +59.6% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling