-26.4%
LBRT vs VT
+136.7%
-163.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.1% | -9.6% | -7.4% |
| 7D | -34.8% | -4.2% | -30.6% | -30.2% |
| 30D | -43.6% | -5.8% | -37.8% | -37.8% |
| 3M | -41.2% | -5.2% | -36.0% | -35.9% |
| 6M | -66.1% | +0.1% | -66.2% | -65.9% |
| YTD | -37.9% | +8.2% | -46.1% | -45.5% |
| 1Y | -33.9% | +10.1% | -44.0% | -43.5% |
| 3Y | -40.9% | +69.7% | -110.5% | -73.3% |
| 5Y | +2.1% | +53.4% | -51.3% | -45.8% |
| All | -26.4% | +136.7% | -163.1% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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