-16.4%
LBRT vs INDA
+53.9%
-70.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.5% |
| 7D | -1.9% | +3.1% | -5.0% | -4.3% |
| 30D | -32.0% | +11.3% | -43.3% | -38.3% |
| 3M | -39.7% | +3.0% | -42.7% | -41.6% |
| 6M | -61.1% | +6.5% | -67.6% | -63.4% |
| YTD | -29.4% | -4.6% | -24.8% | -28.0% |
| 1Y | -24.5% | -5.8% | -18.7% | -22.1% |
| 3Y | -28.1% | +16.8% | -44.9% | -39.0% |
| 5Y | +23.9% | +10.4% | +13.5% | +9.6% |
| All | -16.4% | +53.9% | -70.3% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling