+38.7%
LBRT vs VCLT
+10.6%
+28.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | +7.8% | -0.6% | +8.4% | +7.9% |
| 3M | -25.3% | -2.2% | -23.0% | -24.8% |
| 6M | -19.6% | -2.9% | -16.7% | -19.0% |
| YTD | +17.2% | -2.1% | +19.2% | +17.7% |
| 1Y | +114.1% | -2.6% | +116.7% | +115.4% |
| 3Y | +27.0% | +12.5% | +14.5% | +22.4% |
| 5Y | +128.3% | -15.3% | +143.6% | +139.6% |
| All | +38.7% | +10.6% | +28.1% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling