+109.7%
VMC vs LBRT
+33.5%
+76.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -4.3% | +8.3% | -12.6% | -5.4% |
| 30D | -8.2% | +6.1% | -14.4% | -9.2% |
| 3M | -7.0% | -34.8% | +27.7% | -2.2% |
| 6M | -10.8% | -24.8% | +14.1% | -8.7% |
| YTD | -7.4% | +12.2% | -19.6% | -11.3% |
| 1Y | -9.5% | +94.0% | -103.5% | -21.5% |
| 3Y | +20.5% | +31.3% | -10.8% | +7.3% |
| 5Y | +51.6% | +111.8% | -60.3% | +18.9% |
| All | +109.7% | +33.5% | +76.2% | +41.2% |
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