+134.7%
VGT vs LBRT
+116.2%
+18.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.7% |
| 7D | +1.8% | +6.9% | -5.1% | +0.8% |
| 30D | -0.3% | +7.8% | -8.1% | -1.5% |
| 3M | +3.4% | -25.3% | +28.6% | +6.9% |
| 6M | +35.0% | -19.6% | +54.5% | +37.3% |
| YTD | +28.8% | +17.2% | +11.6% | +23.4% |
| 1Y | +38.0% | +114.1% | -76.1% | +19.4% |
| 3Y | +125.8% | +27.0% | +98.8% | +104.3% |
| 5Y | +134.7% | +128.3% | +6.4% | +94.6% |
| All | +134.7% | +116.2% | +18.5% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling