+63.9%
VUG vs LBRT
+25.3%
+38.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.4% | +13.8% | -9.4% | +2.7% |
| 30D | -7.3% | -32.4% | +25.0% | -3.2% |
| 3M | -4.2% | -39.9% | +35.6% | +1.2% |
| 6M | -1.6% | -60.8% | +59.3% | +8.8% |
| YTD | +4.9% | -29.3% | +34.2% | +6.4% |
| 1Y | +3.8% | -18.9% | +22.7% | +3.2% |
| 3Y | +79.4% | -28.0% | +107.4% | +73.8% |
| 5Y | +63.9% | +26.6% | +37.3% | +45.5% |
| All | +63.9% | +25.3% | +38.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling