+105.2%
VGT vs LBRT
-38.0%
+143.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +0.5% |
| 7D | -7.2% | -29.1% | +21.9% | -2.3% |
| 30D | -16.1% | -38.4% | +22.3% | -9.8% |
| 3M | -9.2% | -40.1% | +30.9% | -2.2% |
| 6M | -0.7% | -62.9% | +62.2% | +14.1% |
| YTD | +15.6% | -34.5% | +50.1% | +19.8% |
| 1Y | +14.4% | -30.2% | +44.6% | +17.0% |
| 3Y | +105.2% | -37.5% | +142.7% | +103.8% |
| All | +105.2% | -38.0% | +143.2% | +103.8% |
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