-100.0%
VIVK vs LBRT
+119.0%
-218.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -4.9% |
| 7D | -7.9% | +10.2% | -18.1% | -3.6% |
| 30D | -42.0% | +4.9% | -46.8% | -40.9% |
| 3M | -92.5% | -21.2% | -71.3% | -92.7% |
| 6M | -98.0% | -19.9% | -78.1% | -98.0% |
| YTD | -97.9% | +20.8% | -118.7% | -97.6% |
| 1Y | -100.0% | +123.5% | -223.5% | -99.9% |
| All | -100.0% | +119.0% | -218.9% | -99.9% |
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 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