+106.0%
LBRT vs IRM
+32.4%
+73.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.0% |
| 7D | +8.7% | -0.5% | +9.2% | +8.8% |
| 30D | +6.6% | -8.1% | +14.7% | +9.5% |
| 3M | -34.5% | -9.7% | -24.8% | -32.3% |
| 6M | -24.5% | +10.0% | -34.5% | -26.0% |
| YTD | +12.7% | +43.0% | -30.3% | -1.1% |
| All | +106.0% | +32.4% | +73.6% | +80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling