-16.4%
LBRT vs IRM
+389.6%
-406.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +2.5% |
| 7D | -1.9% | -5.3% | +3.3% | +1.3% |
| 30D | -32.0% | -2.3% | -29.7% | -30.8% |
| 3M | -39.7% | -7.4% | -32.3% | -37.0% |
| 6M | -61.1% | -12.2% | -48.9% | -58.4% |
| YTD | -29.4% | +38.6% | -68.0% | -41.2% |
| 1Y | -24.5% | +14.9% | -39.4% | -30.6% |
| 3Y | -28.1% | +108.2% | -136.3% | -54.4% |
| 5Y | +23.9% | +183.8% | -160.0% | -35.5% |
| All | -16.4% | +389.6% | -406.0% | -70.7% |
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