-19.0%
LBRT vs INDA
+54.3%
-73.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.9% |
| 7D | -15.7% | +6.2% | -21.9% | -19.9% |
| 30D | -34.3% | +12.4% | -46.6% | -40.8% |
| 3M | -40.6% | +3.2% | -43.8% | -42.6% |
| 6M | -62.0% | +3.8% | -65.8% | -63.5% |
| YTD | -31.6% | -4.3% | -27.3% | -30.4% |
| 1Y | -25.8% | -4.5% | -21.3% | -24.3% |
| 3Y | -30.4% | +17.1% | -47.5% | -41.1% |
| 5Y | +18.7% | +11.0% | +7.6% | +4.4% |
| All | -19.0% | +54.3% | -73.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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