+7.4%
VSH vs LBRT
-38.0%
+45.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +3.7% |
| 7D | -12.9% | -29.1% | +16.2% | -1.1% |
| 30D | -36.9% | -38.4% | +1.5% | -24.5% |
| 3M | -28.8% | -40.1% | +11.3% | -14.2% |
| 6M | -30.3% | -62.9% | +32.6% | -2.7% |
| YTD | +62.4% | -34.5% | +96.9% | +83.6% |
| 1Y | +62.5% | -30.2% | +92.7% | +79.3% |
| 3Y | +7.4% | -37.5% | +44.9% | +13.0% |
| All | +7.4% | -38.0% | +45.4% | +13.0% |
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