-56.1%
VTRS vs LBRT
+34.6%
-90.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.1% |
| 7D | -3.3% | +2.3% | -5.6% | -3.7% |
| 30D | +1.4% | -2.9% | +4.3% | +1.6% |
| 3M | +4.6% | -26.1% | +30.8% | +8.0% |
| 6M | +18.1% | -26.2% | +44.2% | +21.0% |
| YTD | +34.7% | +13.7% | +21.0% | +28.9% |
| 1Y | +65.6% | +93.6% | -27.9% | +44.6% |
| 3Y | +83.8% | +23.2% | +60.6% | +65.9% |
| 5Y | +46.5% | +125.5% | -79.0% | +15.1% |
| All | -56.1% | +34.6% | -90.7% | -67.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling