-63.8%
VFC vs LBRT
-22.5%
-41.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.2% | -0.9% |
| 7D | +11.2% | -29.1% | +40.3% | +18.2% |
| 30D | +41.5% | -38.4% | +79.9% | +54.2% |
| 3M | +38.9% | -40.1% | +79.0% | +51.5% |
| 6M | +6.1% | -62.9% | +69.0% | +26.2% |
| YTD | +14.5% | -34.5% | +49.1% | +18.2% |
| 1Y | +46.0% | -30.2% | +76.2% | +48.0% |
| 3Y | +36.4% | -37.5% | +73.8% | +35.6% |
| 5Y | -67.5% | +7.6% | -75.1% | -72.5% |
| All | -63.8% | -22.5% | -41.3% | -74.3% |
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 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