+136.3%
LBRT vs ITOT
+73.3%
+62.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.7% |
| 7D | +10.2% | -0.4% | +10.5% | +10.6% |
| 30D | +4.9% | -1.6% | +6.4% | +6.8% |
| 3M | -21.2% | +3.5% | -24.8% | -24.3% |
| 6M | -19.9% | +13.1% | -33.1% | -31.4% |
| YTD | +20.8% | +12.7% | +8.0% | +4.2% |
| 1Y | +123.5% | +18.3% | +105.2% | +83.3% |
| 3Y | +30.9% | +76.4% | -45.5% | -29.0% |
| 5Y | +136.3% | +73.8% | +62.5% | +37.2% |
| All | +136.3% | +73.3% | +62.9% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling