-37.5%
LBRT vs IRM
+90.1%
-127.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.9% |
| 7D | -29.1% | -8.6% | -20.5% | -26.0% |
| 30D | -38.4% | -8.0% | -30.4% | -35.8% |
| 3M | -40.1% | -12.0% | -28.1% | -36.4% |
| 6M | -62.9% | -18.2% | -44.7% | -59.6% |
| YTD | -34.5% | +31.4% | -65.9% | -42.0% |
| 1Y | -30.2% | +9.2% | -39.4% | -33.2% |
| 3Y | -37.5% | +94.6% | -132.0% | -61.0% |
| All | -37.5% | +90.1% | -127.5% | -61.0% |
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 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