-15.3%
LBRT vs ITOT
+199.6%
-215.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | +9.2% | +2.5% | +6.7% | +5.7% |
| 30D | -27.5% | -1.7% | -25.8% | -25.2% |
| 3M | -37.9% | -3.4% | -34.5% | -34.3% |
| 6M | -60.7% | +2.1% | -62.8% | -61.4% |
| YTD | -28.5% | +11.5% | -40.0% | -38.5% |
| 1Y | -13.2% | +13.6% | -26.8% | -27.2% |
| 3Y | -28.8% | +77.2% | -106.0% | -67.0% |
| 5Y | +28.0% | +64.4% | -36.4% | -34.3% |
| All | -15.3% | +199.6% | -215.0% | -80.3% |
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