+31.4%
LBRT vs IRE
-84.4%
+115.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.5% | +0.6% |
| 7D | +8.7% | +54.8% | -46.0% | +5.7% |
| 30D | +6.6% | +18.4% | -11.8% | +4.6% |
| 3M | -34.5% | -66.7% | +32.3% | -32.8% |
| 6M | -24.5% | -52.3% | +27.8% | -26.0% |
| YTD | +12.7% | -52.3% | +65.0% | +6.0% |
| All | +31.4% | -84.4% | +115.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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