+70.1%
VNQ vs LBRT
-16.2%
+86.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.2% | +13.8% | -13.6% | -1.0% |
| 30D | +5.8% | -32.4% | +38.2% | +9.2% |
| 3M | 0.0% | -39.9% | +39.9% | +4.2% |
| 6M | +1.5% | -60.8% | +62.3% | +9.6% |
| YTD | +12.1% | -29.3% | +41.4% | +13.1% |
| 1Y | +10.6% | -18.9% | +29.5% | +9.8% |
| 3Y | +43.5% | -28.0% | +71.5% | +39.9% |
| 5Y | +6.8% | +26.6% | -19.7% | -4.5% |
| All | +70.1% | -16.2% | +86.4% | +25.1% |
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