+151.0%
VT vs LBRT
+33.5%
+117.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +0.4% | +8.3% | -7.8% | -0.5% |
| 30D | +1.0% | +6.1% | -5.2% | +0.1% |
| 3M | +2.4% | -34.8% | +37.1% | +6.9% |
| 6M | +12.0% | -24.8% | +36.8% | +14.4% |
| YTD | +15.3% | +12.2% | +3.1% | +11.8% |
| 1Y | +22.6% | +94.0% | -71.4% | +9.9% |
| 3Y | +74.7% | +31.3% | +43.4% | +60.0% |
| 5Y | +66.1% | +111.8% | -45.7% | +39.0% |
| All | +151.0% | +33.5% | +117.5% | +86.9% |
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 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