-64.4%
VFC vs LBRT
-16.2%
-48.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | -1.4% | +13.8% | -15.3% | -4.0% |
| 30D | +24.6% | -32.4% | +57.0% | +33.2% |
| 3M | +38.4% | -39.9% | +78.3% | +51.0% |
| 6M | +15.3% | -60.8% | +76.1% | +35.6% |
| YTD | +12.7% | -29.3% | +42.0% | +14.5% |
| 1Y | +32.7% | -18.9% | +51.5% | +30.4% |
| 3Y | +43.7% | -28.0% | +71.7% | +38.9% |
| 5Y | -69.2% | +26.6% | -95.7% | -74.7% |
| All | -64.4% | -16.2% | -48.1% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling