+94.8%
VEA vs LBRT
-16.2%
+111.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +2.0% |
| 7D | +0.4% | -11.9% | +12.3% | +1.6% |
| 30D | -0.7% | -31.9% | +31.3% | +3.2% |
| 3M | -3.9% | -34.9% | +31.0% | +0.1% |
| 6M | -0.6% | -60.7% | +60.1% | +8.9% |
| YTD | +12.9% | -29.2% | +42.1% | +14.7% |
| 1Y | +18.4% | -23.6% | +42.0% | +18.9% |
| 3Y | +75.3% | -26.8% | +102.1% | +71.4% |
| 5Y | +54.3% | +16.3% | +38.0% | +38.6% |
| All | +94.8% | -16.2% | +111.0% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling