+356.1%
VEEV vs LBRT
+38.7%
+317.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.7% | -4.0% |
| 7D | -5.2% | +6.9% | -12.1% | -5.6% |
| 30D | +14.9% | +7.8% | +7.1% | +14.2% |
| 3M | +58.4% | -25.3% | +83.6% | +60.7% |
| 6M | +35.5% | -19.6% | +55.0% | +36.3% |
| YTD | +18.6% | +17.2% | +1.5% | +15.7% |
| 1Y | -6.3% | +114.1% | -120.4% | -13.5% |
| 3Y | +20.2% | +27.0% | -6.8% | +13.4% |
| 5Y | -13.8% | +128.3% | -142.1% | -23.8% |
| All | +356.1% | +38.7% | +317.4% | +276.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling