-100.0%
VIVK vs LBRT
+115.1%
-215.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.5% | -13.8% | -12.5% |
| 7D | -1.4% | +8.7% | -10.1% | -2.1% |
| 30D | -43.6% | +6.6% | -50.2% | -43.9% |
| 3M | -95.1% | -34.5% | -60.7% | -94.9% |
| 6M | -98.2% | -24.5% | -73.7% | -98.2% |
| YTD | -97.9% | +12.7% | -110.6% | -98.1% |
| 1Y | -100.0% | +94.8% | -194.8% | -100.0% |
| 3Y | -100.0% | +31.9% | -131.8% | -100.0% |
| All | -100.0% | +115.1% | -215.1% | -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