-51.4%
VG vs LBRT
-48.0%
-3.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.7% | +9.7% | +1.2% |
| 7D | -22.0% | -34.8% | +12.8% | -8.5% |
| 30D | -14.7% | -43.6% | +28.9% | +5.2% |
| 3M | -7.1% | -41.2% | +34.2% | +12.5% |
| 6M | -11.2% | -66.1% | +54.9% | +29.3% |
| YTD | +69.8% | -37.9% | +107.7% | +93.1% |
| 1Y | +49.9% | -33.9% | +83.7% | +64.4% |
| All | -51.4% | -48.0% | -3.4% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling