+136.1%
VT vs LBRT
-22.5%
+158.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.1% | -0.4% |
| 7D | -2.3% | -29.1% | +26.8% | +1.4% |
| 30D | -5.0% | -38.4% | +33.4% | +0.1% |
| 3M | -4.9% | -40.1% | +35.2% | +0.3% |
| 6M | -1.5% | -62.9% | +61.4% | +9.1% |
| YTD | +8.5% | -34.5% | +43.0% | +11.3% |
| 1Y | +11.4% | -30.2% | +41.6% | +13.2% |
| 3Y | +70.1% | -37.5% | +107.5% | +69.4% |
| 5Y | +53.7% | +7.6% | +46.1% | +39.2% |
| All | +136.1% | -22.5% | +158.6% | +86.3% |
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