-40.7%
LBRT vs VT
+69.4%
-110.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.1% | -9.6% | -7.6% |
| 7D | -34.8% | -4.2% | -30.6% | -30.3% |
| 30D | -43.6% | -5.8% | -37.8% | -38.0% |
| 3M | -41.2% | -5.2% | -36.0% | -36.0% |
| 6M | -66.1% | +0.1% | -66.2% | -65.8% |
| YTD | -37.9% | +8.2% | -46.1% | -45.3% |
| 1Y | -33.9% | +10.1% | -44.0% | -43.4% |
| All | -40.7% | +69.4% | -110.0% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling