+81.4%
VEEV vs LBRT
-27.1%
+108.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -0.7% | +9.2% | -9.9% | -0.7% |
| 30D | +1.4% | -27.5% | +28.9% | +1.3% |
| 3M | +19.4% | -37.9% | +57.2% | +19.0% |
| 6M | +93.6% | -60.7% | +154.3% | +93.6% |
| YTD | +35.1% | -28.5% | +63.6% | +33.2% |
| 1Y | +3.4% | -13.2% | +16.6% | +1.4% |
| 3Y | +81.4% | -28.8% | +110.2% | +74.2% |
| All | +81.4% | -27.1% | +108.5% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling