+33.5%
LBRT vs IRM
+405.0%
-371.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | +8.3% | -0.5% | +8.7% | +8.4% |
| 30D | +6.1% | -8.1% | +14.2% | +10.6% |
| 3M | -34.8% | -9.7% | -25.1% | -31.6% |
| 6M | -24.8% | +10.0% | -34.8% | -29.3% |
| YTD | +12.2% | +43.0% | -30.8% | -8.4% |
| 1Y | +94.0% | +32.7% | +61.3% | +63.6% |
| 3Y | +31.3% | +102.7% | -71.4% | -16.0% |
| 5Y | +111.8% | +187.6% | -75.7% | +8.8% |
| All | +33.5% | +405.0% | -371.5% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling