+427.7%
VEEV vs LBRT
-16.2%
+443.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.4% |
| 7D | -0.2% | -11.9% | +11.7% | +0.4% |
| 30D | +3.5% | -31.9% | +35.4% | +5.7% |
| 3M | +32.9% | -34.9% | +67.8% | +36.0% |
| 6M | +84.2% | -60.7% | +144.9% | +94.1% |
| YTD | +37.3% | -29.2% | +66.5% | +37.7% |
| 1Y | +3.9% | -23.6% | +27.5% | +3.6% |
| 3Y | +83.9% | -26.8% | +110.8% | +79.4% |
| 5Y | -4.3% | +16.3% | -20.6% | -11.7% |
| All | +427.7% | -16.2% | +443.9% | +347.6% |
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 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