+136.3%
LBRT vs IFF
-35.9%
+172.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.4% |
| 7D | +10.2% | -3.0% | +13.2% | +10.9% |
| 30D | +4.9% | -0.9% | +5.8% | +4.9% |
| 3M | -21.2% | +11.8% | -33.1% | -23.6% |
| 6M | -19.9% | +16.5% | -36.5% | -24.2% |
| YTD | +20.8% | +26.5% | -5.7% | +10.4% |
| 1Y | +123.5% | +32.7% | +90.8% | +100.0% |
| 3Y | +30.9% | +32.0% | -1.1% | +14.3% |
| 5Y | +136.3% | -36.1% | +172.4% | +160.1% |
| All | +136.3% | -35.9% | +172.1% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling