+91.2%
VTR vs LBRT
+115.1%
-23.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -1.7% | +8.7% | -10.4% | -2.2% |
| 30D | -2.4% | +6.6% | -9.0% | -2.9% |
| 3M | +14.8% | -34.5% | +49.3% | +17.7% |
| 6M | +5.3% | -24.5% | +29.8% | +6.6% |
| YTD | +18.1% | +12.7% | +5.4% | +15.3% |
| 1Y | +36.7% | +94.8% | -58.1% | +25.9% |
| 3Y | +130.1% | +31.9% | +98.2% | +112.2% |
| All | +91.2% | +115.1% | -23.9% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling