-100.0%
VIVK vs LBRT
+16.1%
-116.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +8.1% | -31.7% | -24.8% |
| 7D | -44.2% | -11.9% | -32.3% | -42.9% |
| 30D | -90.0% | -31.9% | -58.1% | -89.4% |
| 3M | -98.0% | -34.9% | -63.1% | -97.9% |
| 6M | -99.9% | -60.7% | -39.3% | -99.9% |
| YTD | -99.9% | -29.2% | -70.7% | -99.9% |
| 1Y | -100.0% | -23.6% | -76.4% | -100.0% |
| 3Y | -100.0% | -26.8% | -73.2% | -100.0% |
| 5Y | -100.0% | +16.3% | -116.3% | -100.0% |
| All | -100.0% | +16.1% | -116.1% | -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 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