+39.6%
VMC vs LBRT
-38.0%
+77.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.3% |
| 7D | +0.5% | -29.1% | +29.7% | +2.2% |
| 30D | +15.8% | -38.4% | +54.2% | +18.8% |
| 3M | +0.6% | -40.1% | +40.6% | +3.2% |
| 6M | -4.0% | -62.9% | +58.9% | +2.0% |
| YTD | -0.3% | -34.5% | +34.2% | -1.1% |
| 1Y | -0.5% | -30.2% | +29.7% | -2.1% |
| 3Y | +39.6% | -37.5% | +77.0% | +37.4% |
| All | +39.6% | -38.0% | +77.6% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling