+22.1%
LBRT vs IRM
+101.3%
-79.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +0.8% |
| 7D | +8.7% | -0.5% | +9.2% | +8.9% |
| 30D | +6.6% | -8.1% | +14.7% | +10.1% |
| 3M | -34.5% | -9.7% | -24.8% | -31.9% |
| 6M | -24.5% | +10.0% | -34.5% | -27.8% |
| YTD | +12.7% | +43.0% | -30.3% | -4.0% |
| 1Y | +94.8% | +32.7% | +62.2% | +69.9% |
| All | +22.1% | +101.3% | -79.2% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling