-16.2%
LBRT vs VCLT
+8.5%
-24.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.5% |
| 7D | +13.8% | -1.9% | +15.7% | +14.4% |
| 30D | -32.4% | +1.4% | -33.8% | -32.7% |
| 3M | -39.9% | -1.8% | -38.1% | -39.7% |
| 6M | -60.8% | -3.9% | -56.9% | -60.4% |
| YTD | -29.3% | -3.9% | -25.4% | -28.6% |
| 1Y | -18.9% | -4.7% | -14.1% | -17.9% |
| 3Y | -28.0% | +14.1% | -42.1% | -30.9% |
| 5Y | +26.6% | -16.6% | +43.2% | +33.4% |
| All | -16.2% | +8.5% | -24.8% | +15.8% |
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