-55.8%
VTRS vs LBRT
+43.0%
-98.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.7% | -1.1% |
| 7D | -3.5% | +10.2% | -13.6% | -4.8% |
| 30D | +2.1% | +4.9% | -2.8% | +1.3% |
| 3M | +2.6% | -21.2% | +23.8% | +5.0% |
| 6M | +17.8% | -19.9% | +37.7% | +19.3% |
| YTD | +35.7% | +20.8% | +14.9% | +28.8% |
| 1Y | +63.5% | +123.5% | -60.1% | +39.6% |
| 3Y | +85.1% | +30.9% | +54.2% | +65.7% |
| 5Y | +42.5% | +136.3% | -93.8% | +11.3% |
| All | -55.8% | +43.0% | -98.8% | -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 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