+284.8%
VUG vs LBRT
+33.5%
+251.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.1% | +8.3% | -8.4% | -1.0% |
| 30D | -0.3% | +6.1% | -6.4% | -1.1% |
| 3M | -0.7% | -34.8% | +34.1% | +3.4% |
| 6M | +14.6% | -24.8% | +39.5% | +17.0% |
| YTD | +9.0% | +12.2% | -3.2% | +5.9% |
| 1Y | +14.9% | +94.0% | -79.1% | +4.0% |
| 3Y | +86.0% | +31.3% | +54.8% | +71.9% |
| 5Y | +76.7% | +111.8% | -35.1% | +51.2% |
| All | +284.8% | +33.5% | +251.4% | +196.3% |
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 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