+126.7%
VRSK vs LBRT
-15.3%
+142.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | +1.6% | +9.2% | -7.6% | +1.3% |
| 30D | +15.1% | -27.5% | +42.6% | +16.2% |
| 3M | +12.1% | -37.9% | +50.0% | +13.7% |
| 6M | +29.4% | -60.7% | +90.1% | +33.9% |
| YTD | -6.4% | -28.5% | +22.1% | -6.4% |
| 1Y | -3.6% | -13.2% | +9.6% | -4.7% |
| 3Y | -10.9% | -28.8% | +17.9% | -12.8% |
| 5Y | -0.5% | +28.0% | -28.4% | -8.0% |
| All | +126.7% | -15.3% | +142.1% | +86.0% |
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 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