-19.0%
LBRT vs VCLT
+9.1%
-28.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | -15.7% | +0.2% | -15.9% | -15.7% |
| 30D | -34.3% | +2.3% | -36.5% | -34.7% |
| 3M | -40.6% | -1.1% | -39.6% | -40.5% |
| 6M | -62.0% | -4.2% | -57.8% | -61.6% |
| YTD | -31.6% | -3.4% | -28.2% | -31.1% |
| 1Y | -25.8% | -3.8% | -22.0% | -25.1% |
| 3Y | -30.4% | +14.7% | -45.1% | -33.3% |
| 5Y | +18.7% | -16.7% | +35.3% | +25.3% |
| All | -19.0% | +9.1% | -28.2% | +11.8% |
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