+205.4%
VTI vs LBRT
+33.5%
+171.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +0.1% | +8.7% | -8.6% | -1.0% |
| 30D | 0.0% | +6.6% | -6.6% | -0.9% |
| 3M | +2.0% | -34.5% | +36.5% | +6.6% |
| 6M | +13.0% | -24.5% | +37.5% | +15.5% |
| YTD | +13.9% | +12.7% | +1.2% | +10.2% |
| 1Y | +20.0% | +94.8% | -74.8% | +6.9% |
| 3Y | +75.8% | +31.9% | +43.9% | +60.3% |
| 5Y | +73.8% | +111.8% | -38.0% | +44.6% |
| All | +205.4% | +33.5% | +171.9% | +125.0% |
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