-19.0%
LBRT vs VEU
+85.0%
-104.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.4% |
| 7D | -15.7% | +0.5% | -16.2% | -16.0% |
| 30D | -34.3% | -2.3% | -32.0% | -31.7% |
| 3M | -40.6% | -4.4% | -36.2% | -36.4% |
| 6M | -62.0% | -2.2% | -59.8% | -60.6% |
| YTD | -31.6% | +10.9% | -42.6% | -43.2% |
| 1Y | -25.8% | +13.4% | -39.2% | -40.3% |
| 3Y | -30.4% | +69.7% | -100.1% | -69.7% |
| 5Y | +18.7% | +50.0% | -31.3% | -37.1% |
| All | -19.0% | +85.0% | -104.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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