+33.5%
LBRT vs IFF
-30.6%
+64.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.7% | -1.8% | +10.6% | +9.5% |
| 30D | +6.6% | -2.0% | +8.6% | +7.1% |
| 3M | -34.5% | +18.5% | -53.0% | -39.8% |
| 6M | -24.5% | +11.7% | -36.2% | -30.6% |
| YTD | +12.7% | +29.6% | -16.8% | -4.7% |
| 1Y | +94.8% | +35.0% | +59.9% | +60.1% |
| 3Y | +31.9% | +32.3% | -0.4% | +5.2% |
| 5Y | +111.8% | -34.6% | +146.4% | +140.8% |
| All | +33.5% | -30.6% | +64.1% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling