-27.6%
LBRT vs IRE
-98.0%
+70.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -33.9% | +20.3% | -10.7% |
| 7D | -34.8% | -57.1% | +22.3% | -30.5% |
| 30D | -43.6% | -84.4% | +40.8% | -36.3% |
| 3M | -41.2% | -85.0% | +43.7% | -34.2% |
| 6M | -66.1% | -95.2% | +29.2% | -60.9% |
| YTD | -37.9% | -93.9% | +56.1% | -33.3% |
| 1Y | -33.9% | -98.8% | +65.0% | -20.2% |
| All | -27.6% | -98.0% | +70.5% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling