+158.8%
VTV vs LBRT
-16.2%
+174.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.2% | +1.0% |
| 7D | -0.5% | -11.9% | +11.4% | +0.8% |
| 30D | +3.1% | -31.9% | +35.0% | +7.5% |
| 3M | +1.8% | -34.9% | +36.7% | +6.5% |
| 6M | +10.9% | -60.7% | +71.5% | +22.5% |
| YTD | +20.9% | -29.2% | +50.1% | +22.7% |
| 1Y | +24.6% | -23.6% | +48.3% | +25.0% |
| 3Y | +78.6% | -26.8% | +105.4% | +73.8% |
| 5Y | +76.4% | +16.3% | +60.1% | +56.0% |
| All | +158.8% | -16.2% | +174.9% | +96.7% |
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 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