+504.1%
VGT vs LBRT
+33.5%
+470.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.0% | +8.7% | -7.7% | -0.1% |
| 30D | +1.3% | +6.6% | -5.3% | +0.4% |
| 3M | -1.1% | -34.5% | +33.3% | +3.6% |
| 6M | +32.6% | -24.5% | +57.1% | +35.9% |
| YTD | +29.0% | +12.7% | +16.3% | +25.1% |
| 1Y | +39.7% | +94.8% | -55.1% | +25.1% |
| 3Y | +120.9% | +31.9% | +89.1% | +102.9% |
| 5Y | +133.6% | +111.8% | +21.7% | +97.1% |
| All | +504.1% | +33.5% | +470.7% | +356.9% |
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