+33.5%
LBRT vs ITOT
+206.3%
-172.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.9% |
| 7D | +8.7% | +0.1% | +8.6% | +8.5% |
| 30D | +6.6% | 0.0% | +6.6% | +6.6% |
| 3M | -34.5% | +2.0% | -36.4% | -35.9% |
| 6M | -24.5% | +13.0% | -37.5% | -37.0% |
| YTD | +12.7% | +14.0% | -1.2% | -6.8% |
| 1Y | +94.8% | +19.9% | +74.9% | +51.1% |
| 3Y | +31.9% | +75.8% | -44.0% | -39.1% |
| 5Y | +111.8% | +73.8% | +38.0% | -0.7% |
| All | +33.5% | +206.3% | -172.8% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling