+844.0%
VST vs LBRT
+33.5%
+810.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | +8.9% | +8.3% | +0.7% | +7.4% |
| 30D | +6.2% | +6.1% | +0.1% | +5.0% |
| 3M | -2.7% | -34.8% | +32.0% | +3.7% |
| 6M | -8.4% | -24.8% | +16.5% | -5.3% |
| YTD | -7.2% | +12.2% | -19.4% | -11.0% |
| 1Y | -20.9% | +94.0% | -114.9% | -32.1% |
| 3Y | +384.0% | +31.3% | +352.7% | +340.7% |
| 5Y | +757.1% | +111.8% | +645.2% | +607.6% |
| All | +844.0% | +33.5% | +810.6% | +567.8% |
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