+76.5%
VUG vs LBRT
+115.1%
-38.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -0.1% | +8.7% | -8.8% | -1.1% |
| 30D | -0.3% | +6.6% | -6.9% | -1.2% |
| 3M | -0.7% | -34.5% | +33.8% | +3.6% |
| 6M | +14.6% | -24.5% | +39.1% | +17.0% |
| YTD | +9.0% | +12.7% | -3.7% | +5.3% |
| 1Y | +14.9% | +94.8% | -80.0% | +2.2% |
| 3Y | +86.0% | +31.9% | +54.2% | +68.7% |
| All | +76.5% | +115.1% | -38.6% | +49.4% |
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