+271.1%
VUG vs LBRT
-16.4%
+287.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.3% |
| 7D | -1.1% | -1.9% | +0.8% | -0.9% |
| 30D | -7.0% | -32.0% | +25.0% | -3.3% |
| 3M | -3.7% | -39.7% | +36.0% | +1.2% |
| 6M | -1.6% | -61.1% | +59.5% | +7.8% |
| YTD | +5.1% | -29.4% | +34.5% | +7.0% |
| 1Y | +3.8% | -24.5% | +28.2% | +4.6% |
| 3Y | +79.9% | -28.1% | +108.0% | +76.9% |
| 5Y | +66.4% | +23.9% | +42.5% | +50.8% |
| All | +271.1% | -16.4% | +287.5% | +199.3% |
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