-61.1%
LBRT vs ITOT
+3.6%
-64.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +0.7% |
| 7D | -1.9% | -0.8% | -1.1% | 0.0% |
| 30D | -32.0% | -2.0% | -30.0% | -29.1% |
| 3M | -39.7% | -1.5% | -38.1% | -37.5% |
| 6M | -61.1% | +3.3% | -64.4% | -62.3% |
| All | -61.1% | +3.6% | -64.7% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling