+373.8%
VEEV vs LBRT
+33.5%
+340.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.7% | -3.4% |
| 7D | -0.6% | +8.7% | -9.3% | -1.1% |
| 30D | +28.8% | +6.6% | +22.2% | +28.2% |
| 3M | +54.0% | -34.5% | +88.5% | +57.7% |
| 6M | +46.0% | -24.5% | +70.4% | +47.5% |
| YTD | +23.2% | +12.7% | +10.5% | +20.5% |
| 1Y | +1.9% | +94.8% | -93.0% | -5.3% |
| 3Y | +27.0% | +31.9% | -4.8% | +19.4% |
| 5Y | -13.4% | +111.8% | -125.2% | -23.1% |
| All | +373.8% | +33.5% | +340.3% | +291.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling