-15.3%
LBRT vs IFF
-34.5%
+19.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +9.2% | -1.8% | +11.0% | +10.0% |
| 30D | -27.5% | -9.4% | -18.1% | -24.8% |
| 3M | -37.9% | -3.0% | -34.9% | -37.6% |
| 6M | -60.7% | +5.8% | -66.5% | -62.4% |
| YTD | -28.5% | +22.4% | -50.9% | -38.5% |
| 1Y | -13.2% | +23.0% | -36.3% | -25.8% |
| 3Y | -28.8% | +21.8% | -50.5% | -41.1% |
| 5Y | +28.0% | -39.2% | +67.2% | +50.5% |
| All | -15.3% | -34.5% | +19.1% | -12.5% |
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