+38.1%
VMC vs LBRT
-28.0%
+66.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.2% |
| 7D | -4.3% | -1.9% | -2.4% | -4.2% |
| 30D | +16.2% | -32.0% | +48.2% | +18.5% |
| 3M | -0.8% | -39.7% | +38.9% | +1.9% |
| 6M | +1.2% | -61.1% | +62.2% | +7.3% |
| YTD | +0.5% | -29.4% | +29.8% | -0.8% |
| 1Y | -2.9% | -24.5% | +21.6% | -5.0% |
| All | +38.1% | -28.0% | +66.1% | +34.9% |
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