+69.7%
VT vs LBRT
-41.2%
+110.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.7% | +9.6% | -2.7% |
| 7D | -4.2% | -34.8% | +30.6% | -0.4% |
| 30D | -5.8% | -43.6% | +37.8% | -0.7% |
| 3M | -5.2% | -41.2% | +36.0% | -0.8% |
| 6M | +0.1% | -66.1% | +66.2% | +10.3% |
| YTD | +8.2% | -37.9% | +46.1% | +10.3% |
| 1Y | +10.1% | -33.9% | +44.0% | +11.2% |
| All | +69.7% | -41.2% | +110.8% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling