+361.8%
VRT vs LBRT
-38.0%
+399.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +1.4% |
| 7D | -21.4% | -29.1% | +7.8% | -10.2% |
| 30D | -25.8% | -38.4% | +12.6% | -10.8% |
| 3M | -33.5% | -40.1% | +6.5% | -19.4% |
| 6M | -49.0% | -62.9% | +13.9% | -28.2% |
| YTD | +12.9% | -34.5% | +47.5% | +27.3% |
| 1Y | 0.0% | -30.2% | +30.2% | +10.2% |
| 3Y | +361.8% | -37.5% | +399.3% | +441.1% |
| All | +361.8% | -38.0% | +399.8% | +441.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling