+454.5%
VGT vs LBRT
-15.3%
+469.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | +2.5% | +9.2% | -6.7% | +1.3% |
| 30D | -9.5% | -27.5% | +18.0% | -6.0% |
| 3M | -9.5% | -37.9% | +28.4% | -4.3% |
| 6M | -1.8% | -60.7% | +58.9% | +9.3% |
| YTD | +18.4% | -28.5% | +46.9% | +21.2% |
| 1Y | +18.7% | -13.2% | +32.0% | +18.4% |
| 3Y | +103.8% | -28.8% | +132.6% | +101.8% |
| 5Y | +104.4% | +28.0% | +76.4% | +83.9% |
| All | +454.5% | -15.3% | +469.9% | +342.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling