-32.0%
VST vs LBRT
-31.1%
-0.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.4% | +5.2% | +9.2% |
| 7D | -9.8% | -29.1% | +19.3% | -2.6% |
| 30D | -25.1% | -38.4% | +13.2% | -17.2% |
| 3M | -11.6% | -40.1% | +28.5% | -1.8% |
| 6M | -20.9% | -62.9% | +42.0% | -5.8% |
| YTD | -22.3% | -34.5% | +12.2% | -21.9% |
| 1Y | -32.0% | -30.2% | -1.8% | -33.5% |
| All | -32.0% | -31.1% | -0.9% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling