+742.4%
VST vs LBRT
-15.3%
+757.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +6.6% | +9.2% | -2.6% | +4.9% |
| 30D | -12.4% | -27.5% | +15.2% | -7.2% |
| 3M | -9.0% | -37.9% | +28.9% | -1.1% |
| 6M | -6.4% | -60.7% | +54.3% | +9.0% |
| YTD | -17.2% | -28.5% | +11.3% | -14.0% |
| 1Y | -22.0% | -13.2% | -8.8% | -21.8% |
| 3Y | +296.7% | -28.8% | +325.4% | +301.3% |
| 5Y | +637.6% | +28.0% | +609.6% | +568.8% |
| All | +742.4% | -15.3% | +757.8% | +546.0% |
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 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