+34.6%
LBRT vs ITOT
+201.0%
-166.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.2% | -5.0% |
| 7D | +2.3% | -2.0% | +4.4% | +5.3% |
| 30D | -2.9% | -2.0% | -1.0% | -0.2% |
| 3M | -26.1% | +4.5% | -30.7% | -30.4% |
| 6M | -26.2% | +12.6% | -38.8% | -38.1% |
| YTD | +13.7% | +12.0% | +1.7% | -3.7% |
| 1Y | +93.6% | +17.3% | +76.3% | +54.9% |
| 3Y | +23.2% | +75.2% | -52.0% | -42.8% |
| 5Y | +125.5% | +74.0% | +51.5% | +5.2% |
| All | +34.6% | +201.0% | -166.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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