-63.1%
VFC vs LBRT
-19.0%
-44.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | 0.0% |
| 7D | +3.5% | -15.7% | +19.2% | +6.6% |
| 30D | +38.3% | -34.3% | +72.5% | +48.7% |
| 3M | +40.2% | -40.6% | +80.8% | +53.3% |
| 6M | +10.6% | -62.0% | +72.6% | +30.9% |
| YTD | +16.7% | -31.6% | +48.4% | +19.4% |
| 1Y | +45.0% | -25.8% | +70.8% | +45.1% |
| 3Y | +48.8% | -30.4% | +79.2% | +44.8% |
| 5Y | -67.6% | +18.7% | -86.2% | -73.0% |
| All | -63.1% | -19.0% | -44.1% | -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