+76.9%
VUG vs LBRT
-30.4%
+107.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | -1.2% | -15.7% | +14.5% | +0.6% |
| 30D | -8.9% | -34.3% | +25.4% | -4.7% |
| 3M | -5.9% | -40.6% | +34.7% | -0.7% |
| 6M | -3.3% | -62.0% | +58.7% | +6.8% |
| YTD | +3.4% | -31.6% | +35.0% | +4.8% |
| 1Y | +1.9% | -25.8% | +27.7% | +1.9% |
| 3Y | +76.9% | -30.4% | +107.3% | +71.6% |
| All | +76.9% | -30.4% | +107.3% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling