+3.5%
VCIT vs LBRT
+6.0%
-2.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.1% |
| 7D | +0.1% | -29.1% | +29.2% | +0.1% |
| 30D | +1.9% | -38.4% | +40.3% | +2.0% |
| 3M | -1.4% | -40.1% | +38.6% | -1.4% |
| 6M | -2.1% | -62.9% | +60.8% | -2.0% |
| YTD | -1.6% | -34.5% | +32.9% | -1.7% |
| 1Y | -0.9% | -30.2% | +29.3% | -1.0% |
| 3Y | +20.0% | -37.5% | +57.4% | +19.6% |
| All | +3.5% | +6.0% | -2.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 5y: compounded portfolio wealth divided by compounded LBRT 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…
5y analysis · Full analysis span regression · 6 months rolling