-28.8%
LBRT vs IFF
+22.2%
-51.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +9.2% | -1.8% | +11.0% | +9.4% |
| 30D | -27.5% | -9.4% | -18.1% | -27.1% |
| 3M | -37.9% | -3.0% | -34.9% | -37.9% |
| 6M | -60.7% | +5.8% | -66.5% | -61.2% |
| YTD | -28.5% | +22.4% | -50.9% | -32.9% |
| 1Y | -13.2% | +23.0% | -36.3% | -18.9% |
| 3Y | -28.8% | +21.8% | -50.5% | -38.2% |
| All | -28.8% | +22.2% | -51.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling