-62.8%
VFC vs LBRT
-16.2%
-46.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +1.0% |
| 7D | +7.7% | -11.9% | +19.6% | +9.9% |
| 30D | +39.2% | -31.9% | +71.1% | +48.6% |
| 3M | +40.3% | -34.9% | +75.1% | +50.4% |
| 6M | +11.4% | -60.7% | +72.0% | +30.9% |
| YTD | +17.5% | -29.2% | +46.7% | +19.4% |
| 1Y | +45.9% | -23.6% | +69.5% | +45.2% |
| 3Y | +47.3% | -26.8% | +74.2% | +42.0% |
| 5Y | -67.2% | +16.3% | -83.5% | -72.6% |
| All | -62.8% | -16.2% | -46.7% | -74.0% |
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