+24.6%
VMC vs LBRT
+21.3%
+3.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | -4.3% | +8.7% | -13.1% | -4.9% |
| 30D | -8.2% | +6.6% | -14.9% | -8.7% |
| 3M | -7.0% | -34.5% | +27.4% | -4.1% |
| 6M | -10.8% | -24.5% | +13.7% | -9.7% |
| YTD | -7.4% | +12.7% | -20.1% | -10.7% |
| 1Y | -9.5% | +94.8% | -104.3% | -19.0% |
| All | +24.6% | +21.3% | +3.3% | +17.5% |
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