+22.8%
LBRT vs INDA
+9.7%
+13.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +7.6% |
| 7D | -11.9% | +6.1% | -18.0% | -14.8% |
| 30D | -31.9% | +11.7% | -43.6% | -36.3% |
| 3M | -34.9% | +2.1% | -36.9% | -35.7% |
| 6M | -60.7% | +3.2% | -63.8% | -61.5% |
| YTD | -29.2% | -4.9% | -24.3% | -26.9% |
| 1Y | -23.6% | -4.4% | -19.3% | -21.4% |
| 3Y | -26.8% | +17.6% | -44.4% | -34.6% |
| All | +22.8% | +9.7% | +13.1% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling