+114.1%
LBRT vs IRM
+31.5%
+82.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | +6.9% | +1.6% | +5.3% | +6.4% |
| 30D | +7.8% | -4.2% | +12.0% | +9.5% |
| 3M | -25.3% | -5.4% | -19.9% | -23.9% |
| 6M | -19.6% | +12.0% | -31.6% | -21.8% |
| YTD | +17.2% | +42.0% | -24.9% | +3.0% |
| 1Y | +114.1% | +29.9% | +84.2% | +88.0% |
| All | +114.1% | +31.5% | +82.6% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IRM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling