-17.7%
LBRT vs IRE
-97.5%
+79.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +12.1% | -8.8% | +2.2% |
| 7D | -1.9% | -15.1% | +13.2% | -1.3% |
| 30D | -32.0% | -71.4% | +39.3% | -26.9% |
| 3M | -39.7% | -81.2% | +41.5% | -34.1% |
| 6M | -61.1% | -93.7% | +32.7% | -56.3% |
| YTD | -29.4% | -92.2% | +62.8% | -26.3% |
| 1Y | -24.5% | -97.3% | +72.8% | -15.7% |
| All | -17.7% | -97.5% | +79.8% | -9.3% |
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