-29.7%
LBRT vs ITOT
+79.2%
-108.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +1.3% |
| 7D | -1.9% | -0.8% | -1.1% | 0.0% |
| 30D | -32.0% | -2.0% | -30.0% | -29.4% |
| 3M | -39.7% | -1.5% | -38.1% | -37.8% |
| 6M | -61.1% | +3.3% | -64.4% | -62.4% |
| YTD | -29.4% | +12.5% | -41.8% | -40.1% |
| 1Y | -24.5% | +12.6% | -37.1% | -35.8% |
| All | -29.7% | +79.2% | -108.8% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling