+2,010.2%
VRT vs LBRT
-27.8%
+2,037.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +18.6% | +13.8% | +4.8% | +15.5% |
| 30D | -11.7% | -32.4% | +20.7% | -3.8% |
| 3M | -27.3% | -39.9% | +12.6% | -19.0% |
| 6M | -42.9% | -60.8% | +18.0% | -31.4% |
| YTD | +29.5% | -29.3% | +58.8% | +37.8% |
| 1Y | +21.0% | -18.9% | +39.9% | +25.8% |
| 3Y | +403.1% | -28.0% | +431.1% | +421.1% |
| 5Y | +688.8% | +26.6% | +662.2% | +637.0% |
| All | +2,010.2% | -27.8% | +2,037.9% | +1,354.4% |
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 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