-10.1%
VRSK vs LBRT
+138.4%
-148.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.4% |
| 7D | -5.4% | +10.2% | -15.6% | -5.4% |
| 30D | -1.8% | +4.9% | -6.6% | -1.8% |
| 3M | -2.2% | -21.2% | +19.0% | -1.8% |
| 6M | -14.9% | -19.9% | +5.0% | -14.6% |
| YTD | -20.0% | +20.8% | -40.8% | -20.5% |
| 1Y | -33.1% | +123.5% | -156.7% | -35.2% |
| 3Y | -25.6% | +30.9% | -56.6% | -27.8% |
| 5Y | -10.1% | +136.3% | -146.4% | -13.5% |
| All | -10.1% | +138.4% | -148.6% | -13.5% |
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