+42.5%
VTRS vs LBRT
+138.4%
-95.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.7% | -1.0% |
| 7D | -3.5% | +10.2% | -13.6% | -4.5% |
| 30D | +2.1% | +4.9% | -2.8% | +1.5% |
| 3M | +2.6% | -21.2% | +23.8% | +4.6% |
| 6M | +17.8% | -19.9% | +37.7% | +19.0% |
| YTD | +35.7% | +20.8% | +14.9% | +29.3% |
| 1Y | +63.5% | +123.5% | -60.1% | +41.5% |
| 3Y | +85.1% | +30.9% | +54.2% | +66.5% |
| 5Y | +42.5% | +136.3% | -93.8% | +7.9% |
| All | +42.5% | +138.4% | -95.9% | +7.9% |
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 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