-23.2%
LBRT vs IRE
-97.8%
+74.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.5% | +10.6% | +8.3% |
| 7D | -11.9% | -15.5% | +3.6% | -11.4% |
| 30D | -31.9% | -70.4% | +38.4% | -27.0% |
| 3M | -34.9% | -81.6% | +46.7% | -28.9% |
| 6M | -60.7% | -94.7% | +34.0% | -55.6% |
| YTD | -29.2% | -91.8% | +62.5% | -26.7% |
| All | -23.2% | -97.8% | +74.6% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling