-100.0%
VIVK vs LBRT
-25.0%
-75.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -11.2% | -16.2% | -28.2% |
| 7D | -68.7% | -25.3% | -43.3% | -70.2% |
| 30D | -90.0% | -32.9% | -57.2% | -90.7% |
| 3M | -98.1% | -33.3% | -64.7% | -98.2% |
| 6M | -99.9% | -61.0% | -39.0% | -99.9% |
| YTD | -99.9% | -28.0% | -71.9% | -99.9% |
| 1Y | -100.0% | -21.5% | -78.5% | -100.0% |
| All | -100.0% | -25.0% | -75.0% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling