-22.5%
LBRT vs IOVA
-6.0%
-16.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.9% | +1.5% | +5.0% |
| 7D | -29.1% | -5.2% | -24.0% | -28.6% |
| 30D | -38.4% | -37.8% | -0.6% | -35.8% |
| 3M | -40.1% | +29.5% | -69.5% | -43.2% |
| 6M | -62.9% | +96.6% | -159.5% | -67.1% |
| YTD | -34.5% | +194.5% | -229.0% | -45.8% |
| 1Y | -30.2% | +248.1% | -278.3% | -43.6% |
| 3Y | -37.5% | +86.1% | -123.6% | -51.6% |
| 5Y | +7.6% | -67.8% | +75.4% | -4.7% |
| All | -22.5% | -6.0% | -16.5% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling