-29.5%
LBRT vs IOVA
+95.6%
-125.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.8% | +0.7% |
| 7D | +13.8% | -1.4% | +15.3% | +14.0% |
| 30D | -32.4% | -47.4% | +15.0% | -29.2% |
| 3M | -39.9% | +13.2% | -53.1% | -41.8% |
| 6M | -60.8% | +114.3% | -175.2% | -64.8% |
| YTD | -29.3% | +179.5% | -208.8% | -39.7% |
| 1Y | -18.9% | +200.4% | -219.3% | -31.6% |
| All | -29.5% | +95.6% | -125.2% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling