+844.0%
VST vs LBRT
+33.5%
+810.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.3% |
| 7D | +8.9% | +8.7% | +0.2% | +7.3% |
| 30D | +6.2% | +6.6% | -0.4% | +4.9% |
| 3M | -2.7% | -34.5% | +31.7% | +3.6% |
| 6M | -8.4% | -24.5% | +16.1% | -5.3% |
| YTD | -7.2% | +12.7% | -19.9% | -11.1% |
| 1Y | -20.9% | +94.8% | -115.7% | -32.1% |
| 3Y | +384.0% | +31.9% | +352.1% | +340.4% |
| 5Y | +757.1% | +111.8% | +645.2% | +607.5% |
| All | +844.0% | +33.5% | +810.6% | +567.7% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling