+33.5%
LBRT vs INDA
+48.9%
-15.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.7% | +0.7% | +8.0% | +8.1% |
| 30D | +6.6% | -0.8% | +7.4% | +7.2% |
| 3M | -34.5% | +3.9% | -38.4% | -36.6% |
| 6M | -24.5% | -0.7% | -23.8% | -25.2% |
| YTD | +12.7% | -7.7% | +20.4% | +18.9% |
| 1Y | +94.8% | -5.1% | +99.9% | +100.6% |
| 3Y | +31.9% | +13.6% | +18.2% | +15.1% |
| 5Y | +111.8% | +7.8% | +104.0% | +92.8% |
| All | +33.5% | +48.9% | -15.4% | -13.1% |
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