+217.7%
VOO vs LBRT
+38.7%
+179.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.0% |
| 7D | +0.5% | +6.9% | -6.4% | -0.3% |
| 30D | -0.9% | +7.8% | -8.7% | -1.9% |
| 3M | +3.9% | -25.3% | +29.2% | +6.7% |
| 6M | +14.5% | -19.6% | +34.1% | +16.1% |
| YTD | +13.0% | +17.2% | -4.2% | +8.9% |
| 1Y | +19.4% | +114.1% | -94.7% | +5.8% |
| 3Y | +78.9% | +27.0% | +51.9% | +64.6% |
| 5Y | +82.3% | +128.3% | -46.0% | +51.4% |
| All | +217.7% | +38.7% | +179.0% | +135.2% |
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 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