+71.7%
VSH vs LBRT
+33.5%
+38.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.2% |
| 7D | +4.1% | +8.3% | -4.2% | +2.0% |
| 30D | -4.2% | +6.1% | -10.3% | -5.7% |
| 3M | -50.0% | -34.8% | -15.2% | -44.9% |
| 6M | +80.2% | -24.8% | +105.0% | +90.4% |
| YTD | +121.1% | +12.2% | +108.9% | +111.0% |
| 1Y | +112.0% | +94.0% | +18.0% | +73.8% |
| 3Y | +22.5% | +31.3% | -8.8% | +7.3% |
| 5Y | +64.0% | +111.8% | -47.8% | +21.2% |
| All | +71.7% | +33.5% | +38.2% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling