+500.1%
VST vs LBRT
+1.0%
+499.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.7% | +7.5% | -2.6% |
| 7D | -19.9% | -34.8% | +14.9% | -10.9% |
| 30D | -29.7% | -43.6% | +13.9% | -19.0% |
| 3M | -19.6% | -41.2% | +21.7% | -8.5% |
| 6M | -29.4% | -66.1% | +36.7% | -9.6% |
| YTD | -29.7% | -37.9% | +8.1% | -23.9% |
| 1Y | -40.0% | -33.9% | -6.2% | -36.4% |
| 3Y | +231.0% | -40.9% | +271.8% | +248.2% |
| 5Y | +500.1% | +2.1% | +497.9% | +466.9% |
| All | +500.1% | +1.0% | +499.1% | +466.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling