+33.5%
LBRT vs VCLT
+10.7%
+22.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +8.7% | -0.5% | +9.2% | +8.9% |
| 30D | +6.6% | -0.9% | +7.5% | +6.8% |
| 3M | -34.5% | -3.2% | -31.2% | -33.9% |
| 6M | -24.5% | -3.8% | -20.7% | -23.7% |
| YTD | +12.7% | -2.0% | +14.7% | +13.2% |
| 1Y | +94.8% | -0.8% | +95.7% | +94.9% |
| 3Y | +31.9% | +12.3% | +19.6% | +27.1% |
| 5Y | +111.8% | -15.4% | +127.2% | +122.5% |
| All | +33.5% | +10.7% | +22.8% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling