+379.7%
VRT vs LBRT
-27.1%
+406.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.0% |
| 7D | +10.5% | +9.2% | +1.3% | +6.9% |
| 30D | -9.3% | -27.5% | +18.2% | +2.7% |
| 3M | -29.6% | -37.9% | +8.3% | -15.8% |
| 6M | -45.4% | -60.7% | +15.3% | -24.7% |
| YTD | +24.8% | -28.5% | +53.3% | +36.0% |
| 1Y | +23.6% | -13.2% | +36.8% | +25.9% |
| 3Y | +379.7% | -28.8% | +408.5% | +443.2% |
| All | +379.7% | -27.1% | +406.8% | +443.2% |
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