-100.0%
VIVK vs LBRT
-19.0%
-81.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -3.4% | -19.3% | -22.5% |
| 7D | -56.0% | -15.7% | -40.3% | -55.4% |
| 30D | -92.3% | -34.3% | -58.0% | -92.1% |
| 3M | -98.6% | -40.6% | -58.0% | -98.6% |
| 6M | -99.9% | -62.0% | -37.9% | -99.9% |
| YTD | -100.0% | -31.6% | -68.3% | -100.0% |
| 1Y | -100.0% | -25.8% | -74.2% | -100.0% |
| 3Y | -100.0% | -30.4% | -69.6% | -100.0% |
| 5Y | -100.0% | +18.7% | -118.7% | -100.0% |
| All | -100.0% | -19.0% | -81.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling