+141.4%
VT vs LBRT
-4.0%
+145.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.6% | -12.6% | +11.0% | -0.2% |
| 30D | -2.5% | -23.3% | +20.8% | +0.3% |
| 3M | -1.3% | -21.6% | +20.3% | +1.0% |
| 6M | +3.1% | -54.3% | +57.4% | +11.7% |
| YTD | +10.9% | -18.9% | +29.9% | +11.3% |
| 1Y | +12.1% | -18.1% | +30.2% | +12.0% |
| 3Y | +73.9% | -22.8% | +96.7% | +69.4% |
| 5Y | +58.0% | +25.8% | +32.2% | +40.7% |
| All | +141.4% | -4.0% | +145.4% | +86.2% |
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 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