+119.0%
VTR vs LBRT
-38.0%
+157.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.3% |
| 7D | +4.7% | -29.1% | +33.8% | +4.4% |
| 30D | +10.9% | -38.4% | +49.3% | +10.7% |
| 3M | -3.2% | -40.1% | +36.8% | -3.4% |
| 6M | +3.7% | -62.9% | +66.6% | +4.6% |
| YTD | +16.8% | -34.5% | +51.3% | +15.6% |
| 1Y | +21.3% | -30.2% | +51.5% | +19.7% |
| 3Y | +119.0% | -37.5% | +156.5% | +112.2% |
| All | +119.0% | -38.0% | +157.0% | +112.2% |
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