+27.0%
LBRT vs ITOT
+77.4%
-50.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.7% |
| 7D | +6.9% | +0.7% | +6.3% | +5.9% |
| 30D | +7.8% | -1.1% | +8.9% | +9.4% |
| 3M | -25.3% | +3.9% | -29.1% | -28.9% |
| 6M | -19.6% | +14.7% | -34.3% | -34.0% |
| YTD | +17.2% | +13.3% | +3.8% | -1.8% |
| 1Y | +114.1% | +19.1% | +94.9% | +68.0% |
| 3Y | +27.0% | +77.3% | -50.3% | -30.3% |
| All | +27.0% | +77.4% | -50.4% | -30.3% |
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 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