-11.7%
VFC vs LBRT
+99.1%
-110.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | -1.6% | +8.7% | -10.3% | -2.2% |
| 30D | -11.6% | +6.6% | -18.2% | -12.1% |
| 3M | -18.1% | -34.5% | +16.4% | -16.4% |
| 6M | -27.4% | -24.5% | -2.9% | -27.8% |
| YTD | -24.8% | +12.7% | -37.5% | -30.3% |
| All | -11.7% | +99.1% | -110.8% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling