+125.7%
VTR vs LBRT
-15.3%
+141.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +0.2% | +9.2% | -9.0% | -1.1% |
| 30D | +5.5% | -27.5% | +33.0% | +9.5% |
| 3M | -0.9% | -37.9% | +37.0% | +4.8% |
| 6M | -0.4% | -60.7% | +60.3% | +11.6% |
| YTD | +17.0% | -28.5% | +45.5% | +18.0% |
| 1Y | +18.0% | -13.2% | +31.2% | +14.9% |
| 3Y | +127.4% | -28.8% | +156.1% | +116.7% |
| 5Y | +92.3% | +28.0% | +64.3% | +54.9% |
| All | +125.7% | -15.3% | +141.0% | +21.2% |
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 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