+70.2%
VNQ vs LBRT
-15.3%
+85.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.8% | +9.2% | -8.4% | -0.1% |
| 30D | +6.8% | -27.5% | +34.3% | +9.5% |
| 3M | -1.3% | -37.9% | +36.6% | +2.5% |
| 6M | +2.4% | -60.7% | +63.1% | +10.5% |
| YTD | +12.1% | -28.5% | +40.6% | +13.0% |
| 1Y | +12.0% | -13.2% | +25.2% | +10.4% |
| 3Y | +44.8% | -28.8% | +73.6% | +41.3% |
| 5Y | +6.9% | +28.0% | -21.1% | -4.5% |
| All | +70.2% | -15.3% | +85.5% | +25.0% |
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