+126.7%
VTR vs LBRT
+38.7%
+88.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.4% | -1.0% |
| 7D | -2.4% | +6.9% | -9.3% | -3.4% |
| 30D | -3.7% | +7.8% | -11.5% | -5.0% |
| 3M | +13.5% | -25.3% | +38.8% | +17.3% |
| 6M | +7.2% | -19.6% | +26.8% | +8.7% |
| YTD | +17.6% | +17.2% | +0.4% | +11.6% |
| 1Y | +35.4% | +114.1% | -78.7% | +14.4% |
| 3Y | +132.8% | +27.0% | +105.8% | +105.0% |
| 5Y | +88.7% | +128.3% | -39.6% | +39.3% |
| All | +126.7% | +38.7% | +88.0% | +14.6% |
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