+5.5%
VNQ vs LBRT
+116.2%
-110.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.4% |
| 7D | -0.4% | +6.9% | -7.3% | -0.9% |
| 30D | -2.5% | +7.8% | -10.3% | -3.2% |
| 3M | +1.4% | -25.3% | +26.6% | +3.4% |
| 6M | +4.6% | -19.6% | +24.1% | +5.5% |
| YTD | +10.5% | +17.2% | -6.6% | +7.0% |
| 1Y | +8.4% | +114.1% | -105.7% | -2.6% |
| 3Y | +32.4% | +27.0% | +5.4% | +22.3% |
| 5Y | +5.5% | +128.3% | -122.8% | -9.6% |
| All | +5.5% | +116.2% | -110.7% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling