-76.2%
VFC vs LBRT
+33.5%
-109.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.1% |
| 7D | -1.6% | +8.3% | -9.9% | -3.3% |
| 30D | -11.6% | +6.1% | -17.8% | -13.0% |
| 3M | -18.1% | -34.8% | +16.7% | -11.7% |
| 6M | -27.4% | -24.8% | -2.5% | -25.1% |
| YTD | -24.8% | +12.2% | -37.0% | -29.4% |
| 1Y | -8.2% | +94.0% | -102.2% | -25.1% |
| 3Y | -29.1% | +31.3% | -60.4% | -38.7% |
| 5Y | -79.2% | +111.8% | -191.0% | -84.5% |
| All | -76.2% | +33.5% | -109.7% | -84.7% |
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