+102.1%
VRSK vs LBRT
+33.5%
+68.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.6% |
| 7D | -3.1% | +8.7% | -11.9% | -3.5% |
| 30D | -1.6% | +6.6% | -8.2% | -1.9% |
| 3M | +3.5% | -34.5% | +38.0% | +5.3% |
| 6M | -13.4% | -24.5% | +11.1% | -12.7% |
| YTD | -16.5% | +12.7% | -29.2% | -17.7% |
| 1Y | -30.6% | +94.8% | -125.4% | -34.2% |
| 3Y | -21.9% | +31.9% | -53.7% | -25.5% |
| 5Y | -6.3% | +111.8% | -118.1% | -15.1% |
| All | +102.1% | +33.5% | +68.7% | +63.4% |
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