+26.1%
VSH vs LBRT
-22.5%
+48.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +4.3% |
| 7D | -12.9% | -29.1% | +16.2% | -4.8% |
| 30D | -36.9% | -38.4% | +1.5% | -28.3% |
| 3M | -28.8% | -40.1% | +11.3% | -18.6% |
| 6M | -30.3% | -62.9% | +32.6% | -11.1% |
| YTD | +62.4% | -34.5% | +96.9% | +78.5% |
| 1Y | +62.5% | -30.2% | +92.7% | +75.5% |
| 3Y | +7.4% | -37.5% | +44.9% | +13.7% |
| 5Y | +25.4% | +7.6% | +17.8% | +11.1% |
| All | +26.1% | -22.5% | +48.6% | -6.7% |
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