-16.4%
LBRT vs IOVA
-5.4%
-11.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -1.9% | -7.0% | +5.1% | -1.0% |
| 30D | -32.0% | -44.4% | +12.4% | -28.3% |
| 3M | -39.7% | +24.7% | -64.3% | -42.5% |
| 6M | -61.1% | +118.6% | -179.7% | -65.8% |
| YTD | -29.4% | +196.3% | -225.7% | -41.6% |
| 1Y | -24.5% | +205.3% | -229.7% | -38.0% |
| 3Y | -28.1% | +103.8% | -131.9% | -45.0% |
| 5Y | +23.9% | -65.6% | +89.5% | +8.6% |
| All | -16.4% | -5.4% | -11.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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