+1,917.9%
VRT vs LBRT
-27.7%
+1,945.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.1% | +1.5% | +7.9% |
| 7D | -10.6% | -11.9% | +1.3% | -7.8% |
| 30D | -17.4% | -31.9% | +14.5% | -10.3% |
| 3M | -26.4% | -34.9% | +8.5% | -19.3% |
| 6M | -41.0% | -60.7% | +19.7% | -29.3% |
| YTD | +23.8% | -29.2% | +53.0% | +31.7% |
| 1Y | +11.6% | -23.6% | +35.2% | +17.2% |
| 3Y | +403.5% | -26.8% | +430.3% | +420.1% |
| 5Y | +647.0% | +16.3% | +630.7% | +605.1% |
| All | +1,917.9% | -27.7% | +1,945.6% | +1,290.1% |
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