+32.4%
VNQ vs LBRT
+27.1%
+5.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.3% |
| 7D | -0.4% | +6.9% | -7.3% | -0.7% |
| 30D | -2.5% | +7.8% | -10.3% | -3.0% |
| 3M | +1.4% | -25.3% | +26.6% | +2.9% |
| 6M | +4.6% | -19.6% | +24.1% | +5.2% |
| YTD | +10.5% | +17.2% | -6.6% | +7.6% |
| 1Y | +8.4% | +114.1% | -105.7% | -1.1% |
| 3Y | +32.4% | +27.0% | +5.4% | +21.3% |
| All | +32.4% | +27.1% | +5.3% | +21.3% |
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