+34.6%
LBRT vs IFF
-32.5%
+67.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | +2.3% | -2.8% | +5.1% | +3.5% |
| 30D | -2.9% | -1.1% | -1.8% | -2.7% |
| 3M | -26.1% | +13.8% | -40.0% | -30.9% |
| 6M | -26.2% | +16.7% | -42.8% | -33.7% |
| YTD | +13.7% | +26.1% | -12.5% | -2.9% |
| 1Y | +93.6% | +33.5% | +60.1% | +59.5% |
| 3Y | +23.2% | +31.6% | -8.4% | -1.8% |
| 5Y | +125.5% | -34.9% | +160.4% | +155.2% |
| All | +34.6% | -32.5% | +67.0% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling