+632.2%
VRT vs LBRT
+13.8%
+618.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.0% |
| 7D | -17.7% | -15.7% | -2.0% | -12.6% |
| 30D | -20.0% | -34.3% | +14.3% | -8.4% |
| 3M | -28.1% | -40.6% | +12.6% | -15.2% |
| 6M | -42.8% | -62.0% | +19.2% | -24.4% |
| YTD | +20.0% | -31.6% | +51.6% | +32.0% |
| 1Y | +3.5% | -25.8% | +29.3% | +11.4% |
| 3Y | +366.1% | -30.4% | +396.5% | +392.0% |
| 5Y | +632.2% | +18.7% | +613.5% | +603.6% |
| All | +632.2% | +13.8% | +618.4% | +603.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling