+45.1%
VSH vs LBRT
-19.0%
+64.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.3% |
| 7D | -1.6% | -15.7% | +14.1% | +3.2% |
| 30D | -21.3% | -34.3% | +13.0% | -12.0% |
| 3M | -18.9% | -40.6% | +21.7% | -6.9% |
| 6M | -21.4% | -62.0% | +40.6% | -0.4% |
| YTD | +86.8% | -31.6% | +118.5% | +103.3% |
| 1Y | +85.8% | -25.8% | +111.5% | +97.7% |
| 3Y | +30.1% | -30.4% | +60.5% | +34.6% |
| 5Y | +42.8% | +18.7% | +24.1% | +23.7% |
| All | +45.1% | -19.0% | +64.1% | +6.3% |
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