+234.0%
VIK vs LBRT
-38.3%
+272.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -1.6% |
| 7D | +0.1% | -11.9% | +12.0% | +1.7% |
| 30D | +6.8% | -31.9% | +38.7% | +12.6% |
| 3M | -17.6% | -34.9% | +17.3% | -12.8% |
| 6M | +5.4% | -60.7% | +66.1% | +20.5% |
| YTD | +22.1% | -29.2% | +51.3% | +20.1% |
| 1Y | +49.3% | -23.6% | +72.9% | +43.8% |
| All | +234.0% | -38.3% | +272.3% | +205.7% |
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