+153.7%
VTV vs LBRT
+43.0%
+110.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | -0.7% | +10.2% | -10.8% | -1.9% |
| 30D | -0.5% | +4.9% | -5.4% | -1.2% |
| 3M | +5.3% | -21.2% | +26.5% | +7.6% |
| 6M | +12.9% | -19.9% | +32.8% | +14.5% |
| YTD | +18.5% | +20.8% | -2.3% | +13.4% |
| 1Y | +25.3% | +123.5% | -98.3% | +9.2% |
| 3Y | +68.2% | +30.9% | +37.3% | +53.1% |
| 5Y | +80.6% | +136.3% | -55.6% | +46.4% |
| All | +153.7% | +43.0% | +110.6% | +81.7% |
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