+131.5%
VMC vs LBRT
-16.2%
+147.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +1.5% |
| 7D | +0.3% | -11.9% | +12.2% | +1.7% |
| 30D | +18.6% | -31.9% | +50.5% | +24.1% |
| 3M | +2.0% | -34.9% | +36.9% | +7.1% |
| 6M | +2.6% | -60.7% | +63.3% | +14.6% |
| YTD | +2.3% | -29.2% | +31.5% | +3.4% |
| 1Y | +1.7% | -23.6% | +25.3% | +1.4% |
| 3Y | +41.7% | -26.8% | +68.6% | +36.4% |
| 5Y | +46.6% | +16.3% | +30.3% | +25.1% |
| All | +131.5% | -16.2% | +147.7% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling