+91.3%
VRSK vs LBRT
+34.6%
+56.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.9% |
| 7D | -7.7% | +2.3% | -10.0% | -7.8% |
| 30D | -2.8% | -2.9% | +0.1% | -2.8% |
| 3M | -3.7% | -26.1% | +22.4% | -2.6% |
| 6M | -12.8% | -26.2% | +13.4% | -12.0% |
| YTD | -21.0% | +13.7% | -34.6% | -22.2% |
| 1Y | -32.5% | +93.6% | -126.0% | -35.9% |
| 3Y | -26.5% | +23.2% | -49.7% | -29.6% |
| 5Y | -11.5% | +125.5% | -137.0% | -20.2% |
| All | +91.3% | +34.6% | +56.8% | +54.6% |
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 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