-54.7%
VTRS vs LBRT
+33.5%
-88.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | +3.3% | +8.7% | -5.4% | +2.1% |
| 30D | -3.6% | +6.6% | -10.3% | -4.7% |
| 3M | +7.0% | -34.5% | +41.4% | +12.2% |
| 6M | +17.5% | -24.5% | +42.0% | +20.0% |
| YTD | +38.8% | +12.7% | +26.1% | +33.0% |
| 1Y | +69.2% | +94.8% | -25.6% | +47.4% |
| 3Y | +77.5% | +31.9% | +45.6% | +58.4% |
| 5Y | +39.9% | +111.8% | -71.9% | +11.1% |
| All | -54.7% | +33.5% | -88.2% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling