+33.5%
LBRT vs VEU
+97.1%
-63.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +0.7% |
| 7D | +8.7% | +1.1% | +7.6% | +6.9% |
| 30D | +6.6% | +2.2% | +4.4% | +3.2% |
| 3M | -34.5% | +3.0% | -37.5% | -37.1% |
| 6M | -24.5% | +10.9% | -35.4% | -37.0% |
| YTD | +12.7% | +18.2% | -5.5% | -15.0% |
| 1Y | +94.8% | +28.3% | +66.6% | +29.8% |
| 3Y | +31.9% | +74.6% | -42.8% | -45.2% |
| 5Y | +111.8% | +56.4% | +55.5% | +6.4% |
| All | +33.5% | +97.1% | -63.6% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling