-23.7%
LBRT vs IRE
-97.2%
+73.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +39.6% | -34.2% | +1.9% |
| 7D | -29.1% | -27.2% | -2.0% | -27.9% |
| 30D | -38.4% | -75.1% | +36.7% | -33.2% |
| 3M | -40.1% | -77.9% | +37.8% | -35.3% |
| 6M | -62.9% | -94.6% | +31.7% | -58.1% |
| YTD | -34.5% | -91.5% | +57.0% | -32.1% |
| 1Y | -30.2% | -97.8% | +67.6% | -20.4% |
| All | -23.7% | -97.2% | +73.6% | -16.4% |
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