+38.7%
LBRT vs IRM
+401.6%
-362.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +6.9% | +1.6% | +5.3% | +6.0% |
| 30D | +7.8% | -4.2% | +12.0% | +10.1% |
| 3M | -25.3% | -5.4% | -19.9% | -23.5% |
| 6M | -19.6% | +12.0% | -31.6% | -25.1% |
| YTD | +17.2% | +42.0% | -24.9% | -4.1% |
| 1Y | +114.1% | +29.9% | +84.2% | +82.5% |
| 3Y | +27.0% | +104.4% | -77.3% | -19.1% |
| 5Y | +128.3% | +191.0% | -62.7% | +16.4% |
| All | +38.7% | +401.6% | -362.9% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling