+6.5%
LBRT vs VCLT
-16.9%
+23.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.4% | +5.4% |
| 7D | -29.1% | +0.3% | -29.4% | -29.2% |
| 30D | -38.4% | +3.7% | -42.0% | -38.6% |
| 3M | -40.1% | -1.0% | -39.1% | -40.0% |
| 6M | -62.9% | -3.4% | -59.5% | -62.7% |
| YTD | -34.5% | -2.6% | -31.9% | -34.3% |
| 1Y | -30.2% | -3.3% | -26.9% | -29.9% |
| 3Y | -37.5% | +17.3% | -54.8% | -38.2% |
| All | +6.5% | -16.9% | +23.4% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling