-77.9%
VFC vs LBRT
+115.1%
-193.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | -1.6% | +8.7% | -10.3% | -3.4% |
| 30D | -11.6% | +6.6% | -18.2% | -13.1% |
| 3M | -18.1% | -34.5% | +16.4% | -11.6% |
| 6M | -27.4% | -24.5% | -2.9% | -25.3% |
| YTD | -24.8% | +12.7% | -37.5% | -30.4% |
| 1Y | -8.2% | +94.8% | -103.1% | -27.4% |
| 3Y | -29.1% | +31.9% | -61.0% | -40.8% |
| All | -77.9% | +115.1% | -193.0% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling