+661.9%
VST vs LBRT
-14.8%
+676.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -11.2% | -2.6% | -11.8% |
| 7D | -15.7% | -25.3% | +9.6% | -11.1% |
| 30D | -17.0% | -32.9% | +15.9% | -10.8% |
| 3M | -15.9% | -33.3% | +17.4% | -9.7% |
| 6M | -25.0% | -61.0% | +36.0% | -12.5% |
| YTD | -25.1% | -28.0% | +2.9% | -22.3% |
| 1Y | -34.9% | -21.5% | -13.4% | -33.6% |
| 3Y | +252.7% | -31.5% | +284.2% | +258.6% |
| 5Y | +582.3% | +12.3% | +570.0% | +528.6% |
| All | +661.9% | -14.8% | +676.6% | +483.5% |
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 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